If you do any flying domestically in Brasil, there are two large airlines. GOL is not connected with any international program. TAM will earn you United miles if you give them your f.f. number. Starting in January, there will be a third (eventual) major airline, Azul, run by the founder of Jet Blue.

I fly to Brasil a few times each year and use Continental. They're reliable, offer a 50% mile bonus for elite flyers, but offer no free upgrades and usually do not honor my special meal request. Internally I fly TAM when the prices are similar to GOL, and the small number of miles keeps my United f.f. account active.