A very belated welcome to FT,
camara.
In your two years of lurking, have you seen this thread? It's probably the best place to start.
http://www.flyertalk.com/forum/infor...help-here.html
My own input is that, ex-CPH, Star Alliance is likely the better programme. Emirates would not make much sense unless you plan to transit through DXB regularly, and certainly not for US flights. There is not much OneWorld choice unless you plan to transit through LHR.