Always diversity! I'm invested in all 3 programs and that is what I recommend most folks do.

1. UR is easy to earn via spending. You can combine a lot of cards to optimize your everyday expenses.
2. TYP is easy to earn but isn't worth a whole lot. ATM it can be redeem for 1.6 cpp towards AA flights.
3. MR is hard to earn via everyday expense but easy to earn through various signup bonus.

Also SPG transfers to AA I think.