If you care about access to lounges and you're flying domestic, United severely limits lounge access. I'm a United 1k member, and I only get access to United lounges when travelling internationally. That rarely bothers me for domestic travel because I don't get to the airport any earlier than absolutely necessary, but if you're having visions of hanging out having free drinks in the lounge before hopping a domestic flight, that's not going to happen with United.
As for challenges, a number of airlines will offer you a challenge if you have existing status on one airline and want to transfer over. Call customer service for the airline in question to get details as most of them don't offer that information on their websites. I haven't heard of airlines offering this for people who don't already have status somewhere else. One other consideration is that some airlines will bump you up on a revenue basis before you actually earn it based on number of miles flown. The first time I made 1K on United, they bumped me up at around 85,000 miles based on revenue from my tickets. There are no published thresholds for this, and they wouldn't tell me the threshold amount even if I hit it. I think it's probably fairly unlikely that you would get there flying only domestic, but who knows.