It is simple.
If most of your flights are international, then it may be worth it - even you may not earn status.
If you find a program that has favorable expiration policy (like 18 months no-activity all or nothing, or never expired), you may be able to save enough for a reward ticket.
But just keep in mind -
1. You are not required to choose the same airline for the program. For instance, you can ride KE (Korean Airlines) when you earn miles for Delta SkyMiles program.
2. Always remember the expiration policy - a lot of people are crying because they missed the time to make-up and lose everything.
3. Try, if you can, stick with the same airlines or alliance.