I read that you (this time, often?) fly paid first-class.

For paid first-class I would use LH miles/more frequent-flier program that 'pays' 300%status miles (and once you got their basic status = Frequent Flier status with 35'000 status miles you would be credited 375% miles in paid first). But don't expect LH to comp your status (I have yet to see/read about somebody having been comped by LH.

[b]BlondeBomber[b] has a nice comparison of most Star FrequentFlier programs:
http://members.shaw.ca/deercroft/download.html

Changing FrequentFlier programs for credit is easy: just ask for the changement at check-in time.