Depends a bit on where you want to spend the miles on.

EU-US redemptions via Delta Skymiles have gotten much more expensive in the last couple of years, and are pretty terrible value now (think 400k-600k miles return in business, typically, per person). Those same flights tend to cost a lot fewer FlyingBlue (or Virgin!) miles.
EU to South America or Caribbean on the other hand are still pretty decent value using Skymiles (often 150k return in business). So if those flights might be of interest, then DL Skymiles could be a better choice.

DL Skymiles can also be pretty decent value if you *upgrade* EU-US flights, especially from premium economy to business, using a Mileage Upgrade Award. (I.e. book PE cash fare, then upgrade to business using Skymiles.) Bit tricky to find availability for those though.

DL miles don't expire (I think FB miles do), and you can get pretty decent signup bonuses for DL miles via US Amex cards.

Personally I'd stick with DL, unless you know you mostly want to spend your miles on EU-US flights, then FB or Virgin could be better options.