No right answer for this question.. as there are too many individual variables.
But- airline A offers you a class and you don't take it, and then something happens (to you or to the industry..), you might be screwed!
Then again, airline A offers you a class, you take it and then something stupid happens.. you at least have a seniority number!
Only downside with going to A and then leaving for B (or "D").. you may burn a bridge with whoever helped you get to A. If that doesn't matter.. no worries~
All things being equal- what airline do you Really want to work for? If you are lucky enough to have offers from A, B, C and D.. but your heart is set on "D".. do what you have to do.
In the end.. fast forward 20+ years, you will be able to look at where you are and where you would have been with airline A. Only then will you know!

Good Luck~
Motch