I'll second Pakse: if you want a catch-all program with lots of earning opportunities and redemption destinations, AA is your best single choice.
They have More Room Throughout Coach on most of their planes, so flying Y as a non-elite isn't too painful. They probably have the greatest number of partners of any single program in the world, so you can ALWAYS find ways to earn miles from your "normal" day-to-day activities.
They also have elite status challenges (Fly X miles/points in 90 days, get elite status). If you ever do take a mileage run, you might be able to structure it to hit an elite level (Gold or Platinum) on 1 trip. (Read the AA board for more details.)
Once you hit elite and start qualifying for upgrades, you might change your opinion about flying coach.