Apply everywhere that's better than your current job. If you're a captain at a regional and have good QOL not every airline out there may be a step up. Once you get on at a top tier airline, people tend to stop updating their apps elsewhere shortly thereafter. If you live in another airline's base and commute to work (live in ATL and work for United) it would probably make sense to keep applying up until a certain point because living in base is so much better than commuting.