Brendog has a point that he spends a lot on air travel and wants to be rewarded for loyalty. But the fact of the matter is he is in the minority.

I travel 6-7 RTs per year. 2 of which are international. Most trips are for pleasure. On May 16 of this year (2008), I conceeded that my 16 year loyalty with United and Star Alliance was over. I just couldn't justify the expense and difficulty of staying loyal in light of the near impossibility of redeeming benefits. I now fly whoever is most convenient and economical. I no longer have any doubts about flying WN. In fact, I enjoy them more than UA. Their FAs are certainly more pleasant.
The other element that I have given up on is the upgrade. Just too embarassing and pathetic groveling at the gate by a gaggle of 30-55 y.o. men. They are like flies on s... Oh the poor gate agent.
I am happy to keep my dignity and accept that I am not that important to UA. The sentiment is mutual. So now I can take the KLM non-stop SFO-AMS in Sep instead of UA with a stop at IAD...guilt free!

I am now liberated and it feels kind of good!