If you are looking to get credit for flights taken in 2006, you should get on this asap. Many programs don't allow retroactive credit if you sign up for an account after your flights. Other programs allow credit, but only for a limited time period, e.g. 30 - 90 days from the date of travel.

If you had a lot of travel in the end of 2006, this may be another consideration (in addition to all the considerations posted by the previous posters) in selecting which mileage program is best for you.