Something to consider: The many 'airline mariages' we have seen sometimes fall apart. For instance, Air France and Continental used to be very close and that relationship is ending. I don't see that happening with AF and Delta, but one never knows what lays ahead a few years from now.
So, if you fly primarily Air France, I would use their frequent flyer program - thereby enabling you to get closer to your 1 million mile mark without having to worry about AF switching alliances.