It really depends on what's most important to you.
A few things to consider...
Comps
US will likely comp you to their top tier from DL Plat.
CO will also likely comp you to plat.
NW will likely comp you Gold.
UA will likely comp you Premier Executive.
AA might comp you Plat (mid-tier) or Gold and sign you up for a Platinum challenge or just sign you up for a Platinum challenge.
However, I'd not worry too much about who will give you top tier. I'd start with where you want to be, settle for a mid-tier comp, and earn the status...
Upgrades
CO, NW give unlimited domestic upgrades. US gives unlimited domestic upgrades to its top tier. CO and NW are pretty difficult to get int'l upgrades.
UA and AA offer decent int'l upgrades but if you're mostly a domestic flyer you'll either wind up in coach a bunch or burn miles or cash upgrading.
UA and AA offer the best coach products.
Burning miles
Stay away from Continental
Ultimately, I'd suggest you take a good look at US and NW. It may depend on your destinations, though -- if you want non-stops to the West Coast, then you're going to have to look at AA and UA.