My advise to anybody who ever asks - join each and every program for each and every airline, hotel, rental car company, etc you fly, stay at, or drive.

If your grocery store hooks up with an airline program you don't belong to, join it to collect miles, years later it may merge with your airline and you transfer in tens of thousands of miles on an airline you don't fly.

I don't think at this stage it matters to concentrate or pay more to be with one airline or hotel chain. If you were flying or staying enough to get status on one of them, like CASAFlyer already mentioned don't go nuts trying to stick with just one.

If however you are going to do enough to get status, then stick with one.