Most elite comps will not give you club access, if that's what you're trying to get.

I'd pick one program that has a lot of partners (Maybe NW instead of Delta, or United). And then try to get at least the silver (25k) level. You should get 50% bonus miles, and you can still fly a few other airlines and still get some sort of bonuses. You can be a NW ff, and never even set foot on an actual NW metal.