For many people, it's best to focus on the FF program of the airline (not just alliance) you actually fly. This is especially true if you want upgrades. However, not all FF programs offer the possibility of upgrades and the terms under which they do so are very different, so you need to check the rules carefully.

It's good that you signed up for a bunch of FF programs when you started traveling. This makes it easy to be able always to have a FF program to which a given flight can be credited, but you shouldn't automatically just credit to the airline operating the flight. For instance, try to focus on one program to cover each alliance, but if you have a flight that will earn few or no miles in that program, try to find some partner that will give you more miles for the flight.