Another thought for you, Captain, is to have your goals in mind now, before you travel. Are you looking for miles primarily to upgrade and make your flight more enjoyable? Are you going to use miles for free trips in the future? If so, not only consider which airline(s) fly to the destinations you have to fly to now, but which ones fly to the ones you WANT to fly to once you earn tickets. If there are discrepancies in the number of miles you will need for particular awards, that might be something that would influence your decision.
As to the hotel programs, don't count out Hilton. Their Double Dip program (allowing you to earn both airline miles and miles in their Hilton Honors program) makes them a worthwhile candidate.
Finally, as we will all tell you, make sure you are making full use of charging all of your purchases to an airline affinity credit card which will allow you to earn miles (or to something like AMEX for the membership rewards).
Welcome aboard! Djlawman.