Why CX? Do you live in Asia?
CX is good if you fly CX premium cabins
USA based airline ffp's & non USA airline ffp's operate very differently. (Think upgrades!)
The grass in not always greener on the other side

USA based airline ffp's tend to be more generous (status benefits/earn/burn/upgrades/award cost/award cash surcharges/expiry/affiliated credit cards/promotions) compared to non USA based airline ffp’s (even after the recently announced changes to some USA ffp’s)

The airline you fly most or an airline of the country you live is the best ffp for many people. Generally however you are better earning on your primary airline due to greater recognition, better service when flight disruptions, ability to upgrade and possible operation upgrades.

Several CX vs others
http://www.flyertalk.com/forum/onewo...help-here.html
http://www.flyertalk.com/forum/infor...help-here.html