Now that you have accumulated your miles, what do you do with it? You should actually check out Frequent Flyer Miles Exchange for those free tickets or a certificate or a free hotel room. There are a lot of rewards for customers who are loyal to a company and you should always avail of your privileges.
How to get into the right program is the hardest thing you will ever have to do in terms of frequent flying. You can always get your rewards, you can always get your points either by flying or by using a credit card. But the decision on what frequent flyer program to join in is really up to you.