Good airline FF to join:
AA. American Airlines is the "hometown" airline of New York, and has a good domestic system from LGA and international from JFK. Don't forget Oneworld w/BA.
DL. Song airlines has its home in JFK but serves all 3 major NYC airports. Delta mainline and DL Connection also serve LGA/JFK well, and with Skyteam, CO/NW/AirFrance, etc will rack you up miles as well.
UA: Premium Service from JFK, some nice int'l routes, and Star Alliance w/US, LH, etc.

no big deal