The best airline for FF miles is the one you are most likely to fly.
Look at the airport you are most likely to use (long term) and see what airlines serve the airport. Choose the airline that that has the most flights to the places you are likely to visit in the future. Then join their FF program (joining is always free).
Note that many USA airlines belong to global partnerships that allow you to earn miles on your home program even when you fly with another airline. The three main partnerships are:
Also check out ways to earn miles in ways besides flying. Staying in hotels and renting cars are obvious ways, but most programs allow you to earn miles for almost anything you could buy. The airline websites will provide full information on ways to earn miles.
Many airlines offer credit cards that earn miles for every purchase, and the airline websites will have a link to the card info.
The American Express Membership Rewards program lets you transfer miles to the FF programs of many airlines, but has the best relationships with Continental and Delta: http://www.membershiprewards.com/Maintenance.html?aspxerrorpath=/HomePage.aspx
I almost never use mles for a "free" ticket. There are few award seats allocated for each flight and they can be hard to find. You also earn zero FF miles with an award ticket. Buy Economy tickets and use the miles to upgrade to First or Business Class. Check with the airline first to make sure the fare is upgradable if you want to do that - not all fares are upgradable.
Southwest all the way. They go everywhere and it's the easiest to earn. Everyone else you ave to fly from here to Mars in order to get anything.
I've signed up with a few of the frequent flier programs and it seems like Southwest is the easiest to get free flights with. Yes some of the places they fly might be out of the way and if you have family in certain parts of the US that Southwest does not fly....that can be a challenge too..but for the most part Southwest is cool to fly...and eventually from what I've head, they will be doing more long-distance (Hawaii and perhaps International Destinations as well).
With other airlines unless you're a frequent flier or you buy using their credit card, its tough to get free flights....so southwest is definitely the way to go! 8 Roundtrips = 1 Free Flight plus free drink coupons.
Always go for DELTA!!! it rocks!