While you cannot combine miles from different airlines, remember that until Continental Airlines officially joins the Star Alliance, it is still a SkyTeam member along with Delta Air Lines.

This means that you can redeem your Delta SkyMiles for one award ticket and your Continental OnePass miles for another to the same destinations on the same flights and aircraft. It may be a little tricky to coordinate, but it is possible.

This way, you are that much closer to eliminating your Delta Air Lines SkyMiles, and you can use the remainder of your Continental Airlines OnePass miles once it officially joins the Star Alliance, allowing you to fly on such Star Alliance airlines as Lufthansa, and to certain destinations more easily accessible on Star Alliance than on SkyTeam. Also, you have silver status in the Continental Airlines OnePass program, so you will still be eligible for elite benefits such as earning a bonus amount of OnePass miles and a small chance for upgrades, so I would use up the OnePass miles last.

The point of this is that, if I were you, I would attempt to use your miles from one airline at a time via the process of elimination so that you have fewer frequent flier programs about which you need to maintain your miles.

This is merely a suggestion to consider.