Majority of frequent hotel guest programs are not designed to give discounts. Being a member doesn't get you discounts. They are designed to give awards and upgrades to loyal and frequent guests who have earned them. Those who are new and have no status won't get anything.
Best program?
All are good. It depends on you, where you usually travel to, what hotels you frequently stay in, and what your goals are for being a loyal guest.
I'd suggest checking out each respective program's website and decide for yourself.
New York is a very expensive place. If you're on a budget, you might want to consider Priceline. There should be a bidding thread on FlyerTalk. You might want to check that out.