which airline you use in the alliance for collecting your miles can make a difference. There is no overall SkyTeam program. You need to pick the program of one of the members of the alliance and then you can collect all of your miles for flights within the alliance in that one program no matter which airline in the alliance you fly on.

But as Romelle notes, you have to be a little bit careful because some fare classes do not get you maximum miles depending on which airline you fly. Sometimes deeply discounted economy fares will only get you 50% of the miles or none at all. Other airlines will allow more miles for cheaper tickets and some will have minimum mileage accruals no matter how short the flight is.

And definitely check the mileage requirements for free flights. They are not always the same for every airline in the alliance so that complicates things a little bit.

It also helps if there is a program in your home country that fits your needs because it makes collecting the ancillary miles for things like credit cards, shopping and other local partners much easier to do.

For example, a couple of years ago I joined Air Canada's Aeroplan because they have very low redemption amounts for international premium class travel for the places I want to go. It's worked out fairly well for me, but many of the earning opportunities are only available in Canada or to Canadian citizens. Since I live in the US it has been a bit of a limiting factor. So I have decided to switch to more US-based programs now going forward.

But if you fly most often with AF/KLM then it would make sense to join FlyingBlue and probably Finnair's program as well in order to get an airline on OW and allow for local miles accumulation opportunities. And maybe Blue1 to get you a Star Alliance program.