Even if you stay at a hotel chain only infrequently (e.g. you usually stay at a different one, but for this trip, the one you usually stay at is full or inconvenient or whatever), sign up for the program. They may give you minor freebies (e.g. free breakfast), possibly reduce the chance of being walked to a different hotel in an overbooking situation, and can throw frequent flyer points to the airline program of your choice if you don't want to collect hotel points for a chain that you use too rarely for the hotel points to matter.