And I think it would be nice to know what your expectations are in terms of priority -- earning miles, clearing waitlists, getting upgrades with miles, etc.
It's really hard to say but basically, I would think one should stick with the program one flies with most.
I put most of my oneworld miles into AA and Star miles into UA. I fly UA a lot (in my measure) and AA some.
I also have an LH account, but this is an exception in that I've never flown a mile with LH to earn Senator status, which I have now.