The big unadvertised "gotcha" of some frequent flyer programs is exorbitant "fuel surcharges" which completely negate the value of economy class award tickets on many routes (business/first class is a different matter).

My key advice would be to steer clear of programs that nickel-and-dime you at every opportunity.

Domestically, Delta leads the pack in novel (and dishonest, in my opinion) ways to charge for an ostensibly free ticket. Southwest, at the other extreme, doesn't even charge for things that you might expect an airline reasonably to charge for.

Internationally, the picture is a bit more complicated. In general, though, it's probably worth it to spend a bit more to fly with a customer-friendly airline -- all frequent flyer miles are not created equal.