welcome to FT!
I am not sure if you are needing to know which airline to use in terms of gaining status/doing mileage runs from your area, or if you are uber new to all of this and just need miles in one or many accounts.
Either way, without knowing what or how much you know, my suggestion is to set up accounts with all the major airlines now.
Hopefully some of the following general tips are not redundant for you...
If some have sign on bonuses or other related promos, this forum is one place to discover and then do those for yourself.
Once you do this, look on here to get credit cards. For example, there's a thread about a 45k Delta AMEX. It seems that particular deal expires today, but surely in the new year there will be similar offers. I'm using it as an example though.
Another example that's still going is the thread about Citi cards and AA miles. People have been known to sign up for several cards yielding pretty large balances and they haven't even flown yet.
As you can see, there are deals for UA and US credit card sign up bonuses, and a few others as well. Many here just received Chase Continental cards for bonuses and got them early on enough in the fall to be able to complete bonuses that gave them extra miles for spending certain amounts before the end of the year.
In the end, one could in fact get a ton of miles on a bunch of accounts simply by signing up for the credit cards, but you probably knew that.
Once you have a lot of miles on each airline, you have some power in your court. Logging on FT and paying attention to these things (promos, dates, etc) will help you grow your balances in whatever accounts you concentrate on. You could also do other promos such as dining miles (and the sign up bonuses many of them offer) and shopping portals that give miles on top of whatever credit card you purchase with. And then there are also hotels and their credit cards, like AMEX SPG and its hefty sign up bonus too.
Some deals have referral bonuses as well. Get to know people in here over time and they may refer you when and wherever possible, and then both of you get something upon sign up.
Good luck and enjoy the hobby/addiction!
MM