I haven't flown AZ in many years so I cannot comment on their service. The thing that keeps me from using them more is the frequency of their strikes and service disruptions. In your position, I would ask myself which airline I would most likely be flying on the long hauls and use that airline's FFP. Those are the flights for which your status is most useful, and an airline that you fly often will probably be more generous to you.

I think LH would be a good option in the sense that you could fly it both east and west without going too far out of your way--a 90 minute flight from NAP to MUC, from which you can go almost anywhere. The drawbacks are: 1) you are starting from zero on *A and 2) LH has a very high bar for gold status--100K a year.

Another option is AF. It's a slightly longer flight to CDG (2 hours 20 minutes). Gold card is only 40K and Platinum is 70K. It also has the advantage of allowing you to use the DL miles you've accumulated. I've only flown AF once in the past few years, and I have no status with them so I can't say how good it is. AF members seem to be a very loyal bunch, however.