Just select the one program which is best for you and collect all miles on this one program. Usually this is the best strategy.

Also keep in mind that it is usually easier to get awards and upgrades on the airline where you have Status.
Also think about how likely it is that an airline goes bankrupt - your miles and status very likely will be gone then.

Btw: On the LH program you need 100 K Miles, you get double miles for paid Business and Triple for paid First, but only a fraction for cheap economy tickets.
Also LH only gives you 1 intercontinental upgrade every two years as a *Gold. The US programs are more generous with free upgrades, also give more miles when you have status - especially valuable for paid economy.

If you come up with your likely flying pattern (Class of service, routes etc) you will get more help.