Took me a second to get this, but bravo!

To the OP: I really think when first starting out, you should concentrate on just 1-3 hotel and FF programs in total, with the CC's to match. For instance, if you're going to be flying US Air quite a bit, you should focus on trying to maximize the value out of each flight. Perhaps open up a US Air Dividend Miles miles account and use the US Air credit card to pay for the flights (if that's how your company's policy works). Or focus on crediting your miles to another *A carrier that provides an award you want to achieve.

For hotels, follow the same pattern. When I travel, there's almost always a Hilton property nearby, so I'm part of HHonors and have the Hilton Amex for hotel spend. If you'll have Starwood properties near the places you're traveling (wish I did), you can get a TON of value out of the SPG Amex. When starting from scratch, do your best to stick to one program until you gain some decent status, then you can begin to split loyalty.

In short, I've found the best way to start is by working with your travel patterns. Once you've seen how your points are growing and begin figuring out what you want to do with them, you can then branch out and find other ways of generating points or start working with other programs.

Lastly, keep reading as much as you can into this world of loyalty programs. As you've no doubt figured out, FT is a fantastic resource, though it can get a little overwhelming at times. Start with MilesBuzz! and the subforums for the programs you choose. I also HIGHLY recommend the blogs jblankoh pointed out, along with Frugal Travel Guy and Million Mile Secrets. These blogs are all great resources and most have areas for beginners.

Welcome to FT and best of luck!