CFWM, welcome to FT!

My advice is to pick one airline and stick with it until you reached some level of elite status at least. Which one? Depends on where you live. Northern NJ, maybe CO. Atlanta, DL. Texas, AA. You get the idea.

Take advantage of every promotion for obtaining status like the AA PLT and GLD challenges and constantly check the FT forum for your chosen ariline for tips and promotions you may have missed.

Good luck. ^