I assume you're talking primarily economy travel. If you are I'd advise to stick with UA and not bother with NZ, which as mentioned above isnot particularly rewarding for economy travel (except on very short mileage sectors within a country/region).

If it is economy, unless you have a preference for another star carrier (or concerns about UA's solvency!) I'd stick to UA program and use star alliance for international travel. SQ (3xday), TG (2x day), CA (several weekly), NZ (several daily) & UA(1 daily with connections at SYD to SFO & LAX) all fly to Melbourne, and offer good options to Asia, Europe, & North America. Just be wary on SQ, NZ & TG over which fares earn miles and which don't, it can be complicated!

Domestically, join both QF (before you leave US to avoid paying) & Virgin Blue (membership is free) programs, and if you choose flights on a best reasonable fare then DJ is more likely to be less expensive than QF, however that varies by time of day and route (but Jetstar and Tiger are often cheaper again - with no FF scheme). QF obviously flies to US and Virgin Blue are starting up a new airline (V Australia) to fly there commencing in December so that gives options also.