It is hard to tell what program would be most beneficial to you because you have not given the criteria you look for in a program and you give two different cities. This thread here,
Choosing a *A frequent flyer program that has a good form for setting out your criteria.
1) What is your home airport? (SFO, LAX, MCO, etc.)
(2) What types of fares do you usually buy ? (C, F, Y, etc.)
(3) How many miles do you usually fly each year? (<25K, 25k-50k, >50k)
(4) Do you have any kind of status at present? What is it? (UA Premier, M&M Senator etc)
(5) What is most important to you in a FFP? (Frequent upgrades on travel, priority services when flying the airline, good award redemption rates, free lounge access, etc.)
(6) Which routes do you fly most often (US Domestic, Transpacific etc)
(7) Preferred Airlines
(8) Do you travel for work or pleasure? (Can you chooose your airlines, class of service?)
As for getting credit for already completed flights the previous posts have it down, you are unlikely to get credit for them if you were not a member of the reward program at the time of travel.