just stick with all ST airlines. that way youll have a choice of three carriers. youll get lounge access on all of them. then choose the best FF program for crediting partner flights.
CO's is the worst of the three, but i think DL and NW are catching up in terms of the credits they allow you to earn on partner flights booked in discounted economy. DL also will not allow you to qualify with segments nor will you get any if you are crediting DL flights to a CO or NW account.
i live in phx, and use primarily CO, then DL for west coast trips and NW occasionally. everything credits to my CO. CO/NW/DL are also member or amex rewards, so you can transfer points to them as well.