I once had a friend who couldn't understand why he should care about frequent flyer programs until I once pointed out he was missing out on a free domestic flight for the two international flights he was already taking every year. The next day, he signed up....
The Ultimate Guide to Understanding Frequent Flyer Programs
Picking the Right Frequent Flyer Program for You
Most people just sign up on the airline that they fly on. That's probably the worst thing most people can do....