I'd stick to 1 StarAlliance FF program and try to get status. Sticking with CO is good for all 3 (while there are 3) and probably the best as you're Houston based. As for AA & Delta if you'll only be flying them every so often and not able to build up status with them you might want to sign up for Alaska's program and credit AA and DL flights to that. This will maximize your award ability on them and maybe allow for Alaska Status which "could" help when flying on those other 2. Good luck.