No domestic *A flights in Australia. However, if you want to travel allover the world, *A is probably the best alliance, with the least gaps.
So now you need to choose a *A programme. In principle, any *A flight earns miles on any *A programme. Those miles can then be redeemed on any *A flight again in principle.
You are probably most interested in buying cheap economy fares when you buy your flights. You will therefore have to choose a *A programme that does not penalise discounted economy class. You will find many programmes that will only give you 50%, 25% or 0% of the miles for the cheap booking classes.
As far as I am aware, this narrows the potential programs down to UA and US. At least, I am not aware of any other program that mostly gives 100% in discounted economy.
SmilingBoy.