Welcome to FT!
Basic rules are - find the mileage programme which suits you best and stick with it. Concentrate on one airline, rather than trying to get lots of miles with many airlines. Are you interested in miles or status? Where are you based, which airlines offer the best fares and best offers out of your local airport? Generally, best ways to accumulate miles are through a mixture of flying, credit card and taking advantage of other offers which come along - idine is popular in the US, but non-existent in Europe for example. Ultimately, your mileage earning strategy will be down to you, but if you give us some pointers then it's likely someone on here will be able to give you some pointers. But warning.. it can be terribly addictive. If you ever find yourself contemplating a 8 or 10 sector flight, for no other reason than the miles, then you've been on here for too long

And also, to do it really well, you have to invest the time to learn the systems (another reason for sticking with one airline programme!)