As RichardMel says, it's down to your travel pattern. What airlines can you fly within Europe? Assuming you can do everything you need on the *A, then you really have 3 options:

BD: This is a great way to get status. Cross the atlantic with UA 3 times in deep discount economy and you're *G through BD (or 4 and a bit times if you're starting from blue).

UA: Obviously there's a lot of concern at the moment about the bankrupty etc. The big advantage of UA over the others is upgrades: if you're flying UA over the pond it's only their FFP (and Lufthansa's) that can get you upgraded with miles). That said, I have been op-upgraded as a *G before.

Lufthansa: I'm not an expert on their FFP (but do a search and you'll find one of Rudi's posts), but I believe they are the most generous with miles.