NW and CO both count segments for elite qualification purposes, however NW is tricky.
For CO: Full Y fares will count as double on KL/AF, so that's going to mean 4 segment credits each way for an AF/KL round trip. You'll also earn 150% of your miles flown toward elite qualification using either of these programs.
For NW: AF Y fares will earn 150% EQMs but NW isn't clear about segment count (1 I think), however KL Y fares will only earn at 100% EQMs and no segment count (the way I read the NW page)

DL is also good for KL/AF fares but no segment count, miles only for elite qualification. Same 150% EQM credit for Y fares as CO.

The tricky part is going to be deciding which program is best for you.

If you are always using full Y fares, then Flying Blue might be just fine for you. If you find yourself on Skyteam carriers on lower fares then DL & NW are best (CO still gives full mileage credit but only 50% elite credit on cheaper fares). If you know you won't qualify for any eilte level then NW, DL, and CO would be about equal for flying around Europe and trans-Atlantic.

Next delima:
-NW won't let you sign up online with a European address. You would need someones address in North America or Asia to use (you really don't need any of the mail they might send you).
-DL has absurd fees for award tickets originating in Europe.
-CO is considering leaving Skyteam, so your earning potential may be limited depending on what the outcome is. Details will probably be released soon on which alliance they decide on.

-DL & NW have agreed to merge. If the proposed merger actually makes it through government approval later this year then NW & DL frequent flyer accounts will get merged and become DL accounts. This will likely mean losing the advantages that the current NW account has over the DL account.

One further option I might suggest is look at OK Plus. I think its a decent program, however they don't publish a Skyteam earnings chart anywhere that I can find. If you fly to/from PRG then they have free upgrades for elites.