FlyerTalk Evangelist
Join Date: Dec 2003
Location: Benicia, California, USA
Programs: AA PLT,AS,UA PP,J6,FB,EY,LH,SQ,HH Dmd,Hyatt Glbl,Marriott Plat,IHG Plat,Accor Gold
Posts: 10,820
Welcome to FT!
Good advice above. Just to expand on that a bit, if you have any say in which airlines you fly, try to concentrate your miles on one airline and one alliance as much as possible, since it will give you status that can help with upgrades, accumulating bonus miles, better treatment in the even of irregular operations, etc. Since you're based in Houston, I suspect that airline will be Continental, which as you know is in the process of merging with United.
Beyond that, many people (including me) feel that US is the worst of the legacy carriers, so you might consider steering clear of it to the extent possible (though if you do concentrate on Continental and it or United do not fly to a given place, you can accrue CO miles by flying US since they're both Star Alliance). And many people (including me) feel that the American frequent flyer program is better than Delta's, to the extent you ever have to choose whether to fly one or the other. But you may well get different points of view on these matters from other folks.
In addition, think about credit cards affiliated with the airlines as ways of accruing additional miles. They often offer bonuses of at least 25K or 30K miles for signing up and some initial spending. Check the Miles Buzz or Other Credit Card forums for more info on that stuff.
And the Starwood American Express card is great if you either want to accrue points for hotel stays or convert them into airline points...though, unfortunately, the conversion rate for United isn't good. I'm not sure about the current conversion rate for Continental, but in any event that will become irrelevant when the two airlines fully combine.