it depends on the circumstances, but i have elite status on United so i prefer them. brian has it on united and delta/northwest though, so if he books a trip we get a free upgrade most of the time.
so...
United
Delta/Northwest
most airlines these days are pretty competivie at matching fares of other airlines fares... so while i don't mind American, I rarely fly them just because i'd prefer to keep my miles on as few airlines as possible... and united and delta or their partners will nearly always have the same fare.
so some of their partners....
US Air
Continental (Soon in star alliance)
KLM
..Copa is a partner of Skyteam, their seats were pretty horrid but their fares out of miami are really cheap so i'd consider.
southwest i can tolerate occasionally, but they've devalued their frequent flyer program so after my next reward ticket i probably won't fly them except for last resort. (then again, just about everyone has devalued their frequent flyer points in the past year in one way or another). but often their fares are actually more $$ than the others.
...jetblue is pretty bottom of barrel and i would only take them if they were extremely cheaper than others, which most of the time they're not.
used to not mind airtran since i had status on them and an actual discount.. but most of their locations have connections. so now no good reason to fly them ever.