Take a look around this forum, as there's a good amount of information on various frequent flyer programs and credit cards.

A few questions come to mind:
How often do you travel? Do you care if you fly out of LGA, JFK, EWR? Do you fly often enough to earn preferred status on any airline? Do you prefer any of the alliances?

What are your goals? What matters to you in 'the game'? Miles? Hotel stays? Cashback? Are you ok paying for miles to be redeemed in the future? Do you want to rack up AA or UA miles? Do you have a business? Are you ok buying miles at cheap rates (via 'manufactured spending')?