I have a lot of places in mind that I'd like to visit, and like you, also a bunch of miles/points in various programs. Some airlines are a better value in redeeming to certain regions; or they have partner awards that are relatively cheap.

So I kind of look at what program may be best going to certain areas of the world. Then I try to think of which destination I'm interested in next and just use the miles accordingly. To me that helps more than first picking a destination and then trying to back into what program is best - though that would work too, of course. Others may approach it differently...it helps that I am flexible in wanting to hit many places.