You don't say where you are from. If you intend to return there quite often, then that might have some impact on the answers. Typically you will get more miles on the odd long haul trip and on a number of short trips within Europe. This is especially the case if you use many of the excellent value low cost airlines that operate out of the UK. As a general rule these don't have FF programmes.

I concur with the advice already given. For *alliance, consider BMI. Look at the relevant forum for details and particularly if you're looking for a UK credit card consider the BMI card issued by MBNA which has a generous welcome bonus.