Originally Posted by Kagehitokiri
One special case is if you do a lot of US west coast flying. If so, Alaska Airlines may be useful as either a primary program, or a backup program if your primary is Star Alliance (United Airlines or US Airways). Alaska Airlines is a frequent flyer partner of both the US-based One World airline (American Airlines) and the three US-based Sky Team airlines (Delta Airlines, Continental Airlines, Northwest Airlines).
The so-called "low cost carriers" are generally frequent flyer program isolates, though you might as well join the programs if you fly them, just in case your travel on them is enough to get an award.