I have the most miles with the Sky Team Alliance (Delta, Continental) and I'm very happy with their service. I also frequently fly on United and haven't had any problems.
However, I am much more strongly opinionated on what airline I will not fly and that is American. I currently have a claim open with them for missing luggage and they are impossible to deal with. I've also had several customer service issues with them, including toilet bowl cleaner that they used to clean up vomit staining my shoes and bag.
Preference is CO - I've been flying them for the past 10 years and have had some sort of status for at least 8 of those. Upgrades are decent on the domestic routes I normally fly if I plan my flights well.
I am not a huge fan of AA but my company has a preferred agreement with them so I fly AA most of the time overseas (for work anyhow).
I'm noting it is much easier to snag international upgrades on AA than it is on CO (boo b/c most of my miles are on... you guessed it!
Someone mentioned Midwest in another post. Used to love flying them.. Loved those cookies!