One of the keys to the miles game is to chose a program that you can earn miles and they won't expire. Continental is a great place to start, but a better solution is to enroll in the American Express Membership Rewards or Diners Club Club Rewards programs. Both of these programs will allow you to earn non expiring miles or points that you would be able to transfer to a partner program when you were ready to use them. Another alternative would be to ensure that you are making good use of your partners (which has all ready been discussed) everytime you travel. And of course it goes without saying, that if you are using a Visa or a MasterCard it should be an affinity card that is associated to either a airline or hotel program so you are earning everytime that you charge.