For me, upgrades are one of the main reasons for joining a FF - and they are usually only really available on the FF you are signed with (sure *A has Star upgrades but you need to buy an expensive ticket with no guarantee your upgrade you will clear). If you do EDI-NYC a lot then CO would seem to be the place to be.
BD was the exception to this if you didn't fly lots of miles. Their program is generous and gets you to elite levels faster - but will almost certainly disappear into M&M now the sale to LH has been agreed.
Remember you can keep your miles alive for another 18 months with any activity, not just flights. Finding car hire/hotel stays from the past year will even revive miles which look to have gone to the great F cabin in the sky.