FM has its own program -- the Flying Crane Card -- and is partnered with CA. I've been crediting my FM flights to my CA Companion account because I figure CA status could be of some value to me down the road. That said, I'm sure there must be advantages to crediting miles to FM.
MU also has its own program, but I'm not even a member because I usually find a way to avoid flying with them (the least comfortable option between PEK and SHA!).
It's easy enough to sign up at the airport or on the plane, so I wouldn't stress out too much about other enrollment options -- certainly more trouble than they're worth.
[This message has been edited by moondog (edited 10-01-2003).]