If Newark is ok for you that would really lean towards Continental in my book. Check out the Lufthansa website for the destinations they serve in Europe. They have one of the most, if not the most, extensive European route maps of any airline and they are Star Alliance, so you can use your Continental FF number with them and get miles on Continental. Also Continental has a pretty good route map nonstop out of Newark. I would also get a Credit Card affiliated with Continental. You will get the initial bonus miles and you can earn more miles with normal spending. American is also an option. I don't know much about their program, but they do have lots of flights out of NYC.

Good luck, and happy flying.

I am on my way to 1P (Gold Star Alliance Status) again this year and may hit 1K status (100,000 miles) if another double status miles period hits again this year. I have 12,700+ miles this year so far.