There is no single programme that will allow you to accumulate frequent flyer miles no matter which airline you are flying on.

I'm not saying this in a facetious or trivialising manner - but you should probably not worry about miles so much. You clearly "shop around" for the best deal - which is good - it is FAR BETTER for you to make savings RIGHT NOW by going with the cheapest/best ticket for each trip, than worrying about builidng up a mileage balance that may, eventually, several years from now, save you some money by booking a "free" trip.

The thing is that, even if you had been able to accumulate miles for each of those trips in your Aeroplan account, you would still need to do quite a bit more flying before you had an amount of miles that would be usable for anything worthwhile. And, even then, you may find that you cannot book the ticket you want with miles - there are always strings attached to making mileage bookings - AND they are not free.

Don't worry so much about miles. But as you fly a range of carriers, you should open a mileage account with a oneworld carrier, and a Skyteam carrier, and credit any oneworld flights to your oneworld FFP (frequent flyer programme), and any Skyteam flights to your Skyteam FFP. Any Star Alliance flights you take can be put in your Aeroplan account.

You can still receive credit for Finnair and China Southern flights if you open an account with a oneworld airline (for Finnair flights) and a Skyteam airline (for the China Southern flights) and follow the procedure of your chosen programme for "retroclaiming mileage", i.e. asking for miles for flights already taken. Most programmes allow you to claim miles for flights made within a certain period - typically 3 months - prior to joining, though in some cases, they may only give you miles for flights made with that airline specifically.