My suggestions mirror many above, with some slight modifications.

1. Get an AAdvantage number.
2. Get a United MileagePlus number.
3. Pick ONE hotel chain and get a number.

For all your OneWorld flights, present your AA card. For all your Star Alliance flights, present your MileagePlus card. For all your stays in the ONE hotel chain you pick, present that card. For all stays in other hotel chains, present the airline card of your choice, probably the one that you have flown on least recently (they almost all allow crediting directly to airline programs)

This seems like the best plan for a non-neurotic frequent traveler, who wants the most perks with the least effort. When it comes time for some vacation travel, hopefully you will have enough in one of the airline programs and your chosen hotel program to stay. If you're short on hotel points, transfer some out of the other airline program (usually easy enough, with little to no penalty). Vice-versa, if you're short airline points, either transfer some from your hotel program or try to find a trading partner here in Coupon Connection (which, unfortunately, you'll have to wait at least 90 days and 90 posts before you'll have access to).

Best of luck!