Welcome to FT! good to see I'm not the newest person here anymore, lulz.
As you're probably aware, we have an entire sub-forum on frequent flier programs, so I'd start there for sure. About the best advice that this noob can give is this: If you're going to pick an airline to concentrate your business and mile accumulation on, try to pick one that is part of an alliance that covers the destinations that you really want to go to. that way, you can book tickets 'in network' with much less hassle.