I'm from the US but now live abroad, but still and always have used Air France's Frequence Plus.

You can have qualifying flights and miles with Delta and have non-qualifying flights and miles (you get the miles, but they don't count toward Elite) with Continental.

One of the cool things if you are in the US is that you can have the Frequence Plus Bleu for 25k (instead of 30k in France) and the FP Rouge for 40k (instead of 60k). They also have a tendency to offer lots of surveys for bonus miles in the US.

I have friends who have been able to convince Delta to give them matching status, so you might me able to do the same.