It really depends what classes you fly. American Airlines gives very few miles on most economy Iberia fares, as do most other oneworld airlines. Cathay Pacific only gives miles in Y and R in Iberia economy, which means if your ticket is in any lower class than the two highest economy fares, you get no miles. On AA, it's full miles for Y/R, and 30% for all other economy fares, same with LAN. Finnair gives 50% on most Iberia fares.

There is only one oneworld program that really works for Iberia flyers who mostly fly in economy - Qantas. They give 100% miles and full discount status credits on almost all Iberia tickets. Their redemption levels for rewards are not the best (they're rather high, in fact), but the fact that you earn many more miles than you would on any other program makes up for this.

If you only fly business or first, the equation changes. I would then recommend either AA or Cathay, depending on whether you ever fly BA transatlantic or not. If you don't, then go for AA, if you do, then stick with Cathay.

I find the LAN, Finnair and Iberia program to not really be worth it in terms of what you get out of them, though this is only from looking at their earning/spending rules rather than personal experience.

What is your flying pattern like? Mostly eco or business, mostly short-haul or long-haul? What are your most common destinations? What would you like to use your miles for? If we know this, we can make more specific suggestions for you.