Generally, I think before book a flight you should make an FF account in the alliance of the airline you're flying with. If for example you're taking a holiday to Europe on LH or LX, you should open a *A FFP if you don't already have one and credit the miles to that. AC, UA and CO all have programs with some merit which would be more useful to NA residents. You may find yourself becoming loyal to one program/alliance in the future (which is why they're called loyalty programs!). I have Gold status on *A through AC, but I'm also Ruby on Oneworld through CX and I have varying levels of non-status miles on AS, AA, DL and UA.
I don't think it is worthwhile to use airline miles to redeem for hotel nights as the redemption rate will be lower. Signing up for a hotel credit card would be a better choice imo. If you live near a *A hub, CO might be a good choice and if you live near an AA/DL hub I think AS would be the best. AS has very good airline partners across two alliances and the miles never expire (as long as there is activity) so it should be easy for a casual flyer to collect miles. In terms of sheer number of partners, I would think DL is the biggest.
I always think that the airline is giving you the miles for "free", why wouldn't you take them? It's not like you're going to have to pay to store them and you could end up with a free trip somewhere in a few years.