I sign up for most anything that gives me free miles on most any airline. After doing this for years, I now have a zillion miles on many airline accounts, so now, with good use of partners, I never have much difficulty getting a seat to where I want to go and when I want to go there.
I consider actually paying small amounts for miles on airlines whose miles I will likely use. (Telephone deals, annual fee credit card deals, etc.)
You can find (hopefully all of) the free and cheap deals on my website,
Free Frequent Flyer Miles. I see no reason to not move assets from broker to broker, gathering miles on the way, or applying for all of the free credit cards with up front miles offered, for example. It is easy to cause miles to not expire. If you plan to live a long life, most all miles will become useful sometime. So why not go for them all?