If you fly within the US, it's worth joining DL's programme for the upgrades elites get. With the Euro Skyteam partners (AF and OK more than AZ and KL), you'll only need 2 or maximum 3 longhaul premium class roundtrips to become top-level elite. It's probably a good idea to enrol to F+ for the extra luggage allowance and the occasional J->F comp u/g ...And if you have a non-French address (which you will), I think you get 100% flown miles bonus!
but the bad thing about AF's FFP is that you won't earn miles for some booking classes on partner airlines. These sometimes are excluded because they're cheap fares (KE Q-class), but other times it seems like somebody designated them just for fun- for example D on AM and AZ (business class with minimal restrictions). Thankfully these classes aren't too many. Redemption varies by route, of course, while benefits are similar across the alliance (dont know a lot about AM; and KE has a weird FFP so I wouldn't be able to help with either) apart from metal-specific elite upgrades (domestic in the US partners, systemwide on OK's Europe-focused system; AF, KL, AZ don't offer them), which I don't think you'll care much about as you're fortunate enough to be flying up front already.