Being a no frills airline they aren't going to have those perks and upgrades outside of business select which lets you board earlier. Mainly Rapid Rewards is good for free flights. That leaves United and American out of O'Hare. I would be leery of going with American right now. Even though it looks like they're going to emerge from bankruptcy, there's still a lot of pressure from the unions (and shareholders) to merge with US Airways. I've told some of these folks that they're trading one set of bastards for another that in some ways might be worse, but they're so blinded by their anger at AA management they can't think straight. Right now I'd say go with United since the Continental management seems to have them going in the right direction.