Welcom to Flyer Talk!
There is nothing intrinsically wrong with merely having membership in several carriers across differerent alliances. The error would be in failure to consolidate travel on your top carrier when you are able to control it. If you have done that, and accrued points in several programs, there is not a particularly efficient way to combine or shift them into one program. The real question you need to ask is which program best suits my needs, based upon my location, travel frequency, primary destinations, and goals (e.g. reward trips or the benefits of elite status). Unless you ahve a large number of built up points and high elite status, dont let your existing programs supposed value determine that result: make the decision as if you have you are new to loyalty programs, and then stick with it, for the msot part. Use up any rewards in programs you wont be using in the future, and dont worry about "wasting" a few points in programs that are not suited to your needs.
Also, the search function can generate a lot of useful links. Best of luck!