Here's where I'd start...
1) Figure out what airline you're going to fly. To be honest, you can ask for people's favorite airlines all you want, but 90% of your decision to pick an airline will be your location and your destination. If you live in Phoenix, you'll go US Air. If you live in Atlanta, you'll go DL, etc. Especially if you're traveling for business... leisure travelers have a bit more flexibility, but as a business traveler, you're going to want the most routes / flights to and from your primary / possible destinations.
2) Stick to that airline's alliance for all your flying. Credit all your airlines to that single airline's mileage program.
3) Figure out which hotel chain you're going to stay at (looks like you've picked Marriott). Be loyal to that chain, and get that chain's points, not airline miles, when you stay there.
4) Figure out a credit card, and get that one. Many people here get lots of cards to get the sign-up bonuses, and maybe you'll do that some day, but I would decide either between the Marriott Premier card or the card for whatever airline you'll choose to fly. Use that card exclusively for all your travel costs.
5) Enjoy! You'll find that as a business traveler, if you stay loyal to an airline, stay loyal to a hotel chain, have a credit card in one of those two, and get airline miles / hotel points, you will be a happy camper! Very soon you'll have enough points and miles for a great trip.
6) Keep reading travel blogs, flyertalk, etc. As you travel more, you'll learn about your travel preferences more, you'll learn about things you like in other airline / hotel programs, etc... Keep an open mind, and don't be afraid to switch if you find something better! I was exclusive to Marriott for a really long time, but I figured out that with the Premier VISA, I can requalify for Marriott Plat pretty easily, even if I stay my first 25 stays of the year at SPG properties - so I get plat in both programs. Anyhow, it can get complicated, and here on Flyertalk, many people have far more complicated schemes! But if you start w/ just a hotel and airline program, you'll be in the right spot.
Tip: I would also sign up for Expedia Rewards points. Book all your flights (but not hotels!) w/ Expedia, and you'll get one point per dollar you spend. You can eventually earn a $1000 hotel coupon, which you can use at hotels other than the hotels where you have loyalty too!. And sign up for
BigCrumbs. It's a referral site that will pay you $3.20 for every flight you book on Expedia. So basically if you book a flight on United.com, you'll get the miles you're entitled to for flying as well as credit card points for the card you used. If you book that same flight with Expedia via BigCrumbs, you'll still get your United miles, you'll still get your credit card points, you'll also get Expedia Rewards points, and you'll also get a $3.20 kickback from BigCrumbs.
Good luck with your new traveling job!