One advice: try to pick a program and stick to it. Bonuses can rack up the miles, but if you spread your miles around, you often will not get the benefits of the bonuses, etc. So if you stick with AA, get an AA card, put AA on your car rentals, hotels, etc. Of course, there may come a time in the future when you need to change programs, but generally speaking better to stick to one.

Second is to look at the alliance that that airline belongs to. Where do you want to fly? What are the alliance members that fly to that destination?