As other posters have indicated, stick with one airline. UA flies direct from EWR and LGA, CO from EWR, Jetblue from JFK, and AA from all three NYC airports. Since that route gets impacted a lot by weather, being at least in a mid tier status becomes important. Can't tell you the number of times I have seen paxs sleeping on the floors at ORD trying to get out after a snow or thunderstorm.

With Jetblue on that route, fares have actually become fairly competitive.