If you are likely to fly around the 25K-30K mark, there is not much to distinguish between the programmes. I'd go for one of the North American ones for domestic upgrades (NW is probably the best of the bunch for MQM rules). One thing to note is that AZ and OK will give you access to their own lounges at the first rung of the ladder (for OK, this means PRG only. AZ has its own lounges in more locations, though).
At 40K, AF would probably be best as it would give you elite + status, and therefore lounge access under the Skyteam rules + lounge access to AF and KL lounges.
At 50K, KL would probably be better, as it would give you, in addition to Elite Plus benefits, access to NW Worldclub lounges in the states when flying domestically.
Around this mark, European programmes (other than AZ) are better as they give you ST elite plus status, whereas you would only get ST elite status on North American programmes.
At 75K, you'd get KL PE, with complimentary domestic upgrades on NW and access to KL/NW lounges regardless of airline flown.
(Note: you need to have an address outside North America to enroll in KL's FFP)
CO and NW will also give you ST Elite Plus and top status in their respective programmes. You would need 100K on DL for this.

All in all, if most of your Skyteam flying is going to be in North America, I'd go for one of the US programmes and buy a lounge access membership with the relevant airline if needed.
If a substantial chunk is going to be in Europe, I'd go for one of the European ones.