Originally Posted by aktchi

In this case you can't strategize too much. The best strategy would be (1) become familiar with all three major alliances, (2) join one airline in each alliance, and (3) credit your miles to this airline whenever you fly.

For example, let us say you are flying CX. You look it up and find that it is a member of OneWorld alliance. You have previously selected AA as your frequent flyer program in OneWorld. So you give your AA ff number to CX.