I have never had any kind of Frequent flyer account. Now i feel stupid, but never late to make ammends.

I live in Helsinki, and there are 2 trips which I make most often:

- To visit the inlaws in Brussels every Christmas (normally with Blue1, SAS or Brussels Airlines).
- To my home in Peru every 2 years or so 80% of the time with KLM or AirFrance, but also BA, Iberia, Taca, Lan or could look into going via US, which is a bit of a hassle, but I guess would be with Continental or AA).

And then the random Europe city break which could be with any airline, but might usually involve FinnAir.

As you see, I do not travel often enough to warrant wanting to have elite status, so would rather like to get some free tickets.

My questions are:

1. Which flyer programme to join? And does it matter which airline I chose (eg. KLM or AirFrance or Delta, since they belong to the same 'Family'?)
2. Since I have a wife and a newborn, should this influence my decision at all? We always travel together everywhere we go.
3. Is there any programme which redeems miles retrospectively, which I have not claimed over the past few years?
4. My dad has exactly the same name as me (except mother's maiden name, which we use in Peru), and he has a frequent flyer programme (OnePass I think). should I just give him my miles? Are there any legal complications?

Sorry if I appear ignorant, but really would like to have something to start with.

Thanks a lot.