Here is a March 10, 2011 USA Today article on how to choose the right airline frequent flyer program.
I do want to add a caveat, however. When choosing a program, I am not sure the author’s first point is necessarily correct. The author claims you should join the program of the airline that has a hub in your city. This advice is solid, to an extent.
But there are other things to consider. For example, when I used Atlanta as my home airport I joined Northwest’s WorldPerks program rather than Delta, which dominates the Atlanta market. I did so because when I flew Northwest, I could always count on getting a first class upgrade because everybody else was flying on Delta. The logic is quite simple: you cannot expect elite treatment if everybody else is an airline elite.
On Northwest, in contrast, I only had to earn basic elite qualifications to almost always get first class upgrades. On Delta, I would have had to compete with business people who flew on a more regular basis than I and had more status with the airline. Hence, as a graduate student who only flew during school breaks, it was wiser for me to focus my attention on a secondary airline (big fish in a small pond effect).
For travelers to Brazil, I would say you should also consider sticking with a secondary airline in your city. See if the secondary airline has a partnership alliance. If so, you can accrue flight miles on any of the airlines within the partnership when going to Brazil. Just use your regular account number when booking. For example, enter your Continental Onepass Account number when flying on US Airways to Rio de Janeiro (they are both in the Star Alliance).
After a few flights to Brazil you will be an elite on most airlines!