Sign up for every program you might possibly be interested in. Pick your first few flights by schedules and fares. You'll soon see a pattern. Focus on whichever airline it is.

Don't get an affinity card until you've picked an airline. Get a Starwood AmEx, which (as noted earlier) lets you transfer your points to whichever program you end up with down the road. You also need Visa/MC for places that don't take AmEx. If you can afford $95 and think you'll use it enough to justify the fee, get a Diners Club card. It's accepted everywhere MC is and you can also transfer its points to just about any airline program. (If you go this route, find a DC member to refer you. It gets him/her a thousand points or so for the referral and it has no downside to anyone. Many FTers would volunteer to serve if you don't know one already.)