Collecting miles is an art. (See Flyertalk). In my experience:

- You can collect the miles but it is very difficult to use them. I think I had this problem with AA, if I remember right. They were rated last in a Frequent Flyer Miles Ranking I once saw.

- It is easy to use the miles (Lufthansa, can use for every flight, even pay taxes with miles) but they don't give you the miles. Lufthansa was #1 in the ranking. I flew something like 100k miles and they credited 10k miles based on Booking Class and cross carrier miles crediting (Star Alliance).