If you really don't mind heading to Newark...
Star Alliance would, IMHO, make the most sense. Delta's award program is vastly inferior to that of CO or UA. Since none of the three domestic *A carriers has much service from JFK, and UA and U serve only very limited destinations from LGA, it looks like you'd have to do most of your flying on CO out of Newark. For that South Africa trip, South African flies non-stop to Joburg from JFK (does stop on the way back), while Delta requires an Atlanta connection.