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With that selection you've made already (DL, US, AA), you've covered the three major airline alliances. At this point, adding programs is strictly going to be worse for you.

Why have 15k stuck in each of a Delta and Continental account, useless for redemption, when you could have 30k in a Delta account (which is usable for something)? Or at the scale you're talking, why have 50k in each, when you could have 100k in one, which is enough for some premium redemption?

Frankly, I'd be looking into consolidating down to even one program, just to keep those balances high. It sucks when you can get three premium seats, but on three separate planes and three separate carriers.

Also if you concentrate on one airline, your chance of earning some status is greater, depending on how much you fly. And status = perks.

Concentrating on one airline or alliance is going to be your best bet unless you will be earning a massive amount of miles in a short term

I'd say AS is a good option to further "consolidate" your Mileage Earning, covering NW, DL, CO, AA and a couple of small carriers in AK. They also have a strong partnership with international airlines. For more info, check out their partner page.

i agree with beckoa and go a step further

UA and US are part of the same allaince
even though i may travel on both
it does me no good to collect miles in both
UA is the much better program so if i fly US i send the miles to my UA account
my US account has about 200 miles in it and will die a silent death soon

NWA, CO and DL are partners
i am trying to get my dl and nwa accts up to the next reward level
then put all the miles into my co account
CO has another advantage in that its linked to amtrak so you can use your airline miles for train travel and well as launder points to hilton

i dont know much about AS but it sounds like its worth looking into

I think your choices are great - since there are 3 major alliances!

Delta belongs to Sky Team (along with NW, CO and others)
United belongs to Star Alliances (along with US and others)
American belongs to One World (along with others)

Each has international choices and partners also!

I'll second jessej's suggestion - when you fly a partner in the alliance, credit the miles to the one you have. Example: when you fly CO, credit the miles to DL. Or when you fly US, credit the miles to UA.

If a Star Alliance award is 50K, but you have 40K with UA and 15K with US, you do not have enough. :( (You can not combine accounts for awards!) But, if you had credited those US flights to UA, you would have had 55K in your UA account, and had enough for the award! ;)