I don't know too much about the different airlines, but I can tell you I concentrate on United. I live on the East Coast so United serves just about anywhere I want to go.

I opened my account by booking a business trip to Germany on their website and then I signed up for their Visa credit card (it's through Chase). The credit card has a $60 membership fee and a rather high APR, but I pay it off every month (I use it mostly as a business credit card). The Visa card gave me 17K points right at sign up. Between those two things, I had more than enough points to book a round trip ticket to Vegas (out of PA).

That was nearly two years ago. I use the Visa card for anything I'm going to pay off that month (work expenses, gas for the car, groceries, etc). I try and always fly United and I try and always book through their website. If I have to book by Expedia, then I make sure my profile has my miles number. I'm also signed up to United's dining rewards program that also adds miles to my account.

Now I don't have nearly the amount of miles that most people here do, but I can usually get 2 free round trips a year by doing these small things.

HTH,
Kar