Hilton HHonors seems to be the best way to consolidate miles from infrequently flown airlines. As mentioned, you're out of luck with NW, HP, and US. But you can avoid this in the future by earning on transferrable partners.

I posted some thoughts in this thread:
http://www.flyertalk.com/forum/Forum1/HTML/007900.html

including this handy table:

Fly.....Earn
UA......UA, DL [DL likely to end on UA]
US......UA
DL......DL, UA
AA......AA (only domestic carrier that does 1:1 ratio -- all others do 1:2)
CO......CO [DL if partnership gets approved]
NW......CO [DL if partnership gets approved]
AS......CO, HA (AA, but again, only 1:1)
HA......HA
HP......HA
YX......YX
F9......YX

AS = Alaska
HA = Hawaiian
HP = America West
YX = Midwest
F9 = Frontier