In the past(say before 2/08)when you still could get reasonable flights and hotel rooms were expensive in many of the places I want to visit,I really paid more attention to hotel loyalty programs.I pretty much stay with 2 chains,Starwood and Marriott because they both offer a nights and flights program where you can get both miles and hotel points.
I have dabbled in a few other chains(Hyatt and Kimpton)but now am back to pretty much SPG and Marriott.The only reason I stick with Marriott is that there is usually a MI property somewhere closeby,not always the case with Starwood-otherwise Marriott,becaise of thier lousy treatment of elites and the fact that you have to spend so many nights to even reach gold(silver is a joke)makes this program next to unusable for me-but it is the best of the rest after SPG IMO.
So get a co branded CC with either of these programs and start earning points/miles that way.
I get the majority of my Airline miles from non-flying earning,and use my milles almost exclusively for premium seats on international flights.