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Stick with Northwest. If you do fly on Midwest, just credit your flights to NW, Midwest flights even count towards elite status.

NW is a great choice for domestic as they give free upgrades to their Silver and Gold members, something you won't get from United or AA. NW also has a Worldclub in MKE if you plan on joining, and they have lots of flights to their hubs every day.

One think that any MKE flyer has to worry about if flying on United or AA is they will often cancel their ORD-MKE flight if they need the plane or crew to fly a different route, that's because since MKE and ORD are only 75 miles apart, an airline can get away with not reaccommodating you on another flight, or just bus you up. It's happened to me way too many times.