I'm a business traveler too, although I do longer week stays at places.

I started off with the Marriott Platinum challenge. Met that in a few months.
Used that status to start the Starwood Platinum challenge. Got that as well (and got Delta crossover rewards).
Matched my statuses with IHG and Choice to get instant Platinum status.
Just finished the Hyatt Diamond status and had that matched to MLife.
Marriott status also now has some United rewards as well, although it's not as nice as the Delta crossover rewards programs.

I'm thinking about matching my Club Carlson status to start earning points there, but I'm wondering if I'm diversifying too much. Marriott status is good to have because, although the point redemptions aren't great, they run a lot of "1 free night after 2 stays" promotion. If you're in there and out in a day, you'll benefit more than someone like me who stays in a hotel multiple days.