There's really no need to sign up for a new frequent flyer account every time you fly a new airline.
Thanks to airline alliances, most airlines have arrangements with each other and you can get miles even if you're flying a different carrier. There are three major alliances: Oneworld, SkyTeam and Star Alliance. Most of them are, well, kinda required to honor fellow members' frequent flyer programs. It's all written in the fine print and fare codes - something you can easily find out on most airlines' websites.
For example, flights on US Airways earn miles toward United. So do flights with Singapore or Thai. Likewise, I can fly on Qantas or Cathay Pacific to earn miles of American Airlines without missing a beat. In fact, I have barely flown United - my main program - in the past few years but I've still accumulated a treasure trough of miles.
It's not all about the alliances either. Many airlines aren't in one, but do have arrangements with other airlines. Most recently, Emirates and Jet Blue recently agreed to do the mile swap thing.
Just remember to put down your main frequent flyer's digits when booking a flight or save your boarding pass so that you have a record. It sure definitely beats carrying ten different frequent flyer cards around.
