Also as it stands I have three FF accounts:

SkyMiles (SkyTeam): 15k
MileagePlus (StarAlliance): 8.5k
AAdvantage (OneWorld): 0

I already have the multi-city flight I mentioned before, which should credit my AAdvantage account sometime after the trip is over, but like you said the AllNippon flights aren't going to be credited. When I bought the ticket I wasn't collecting FF miles so I had no way of knowing.

I also two flights on China Southern to redeem and a one way trans-atlantic flight from AlItalia to redeem as well.

Another question: Am I eligible to earn miles for tickets that I buy for companion travelers, or can miles only be credited to the account of the traveler?

My home airport is JFK, but that really doesn't say much as I usually spend 6+ months per year out of the USA traveling around other regions.

Am I doing the right thing? What FF program would you recommend to me in each of the three Alliances? Do I really need one program from each alliance (ie can I earn Mileage Plus points when flying Delta)?