1 Flying miles: I credit all UA and US flight distance greater than 400 miles to UA program, so does LH trans-Atlantic flight because of elite 100% bonus. For distance shorter than 400 miles, and all other star Alliance flights, I credit to BMI Diamond Club. you can find more and reason about BMI program in here.All oneword flying miles credit to AA program and All Skyteam miles credit to NW(Delta after merge).
2 Rental Car: I credit all Airport rental 2 or more days to Delta program since Avis/Budget offer big bonus for airport locations. For 1 day airport rental 5000 miles for Delta is a good option. For Non Airport rental, 1700 miles BMI diamond club for Hertz or 1000 miles for Virgin Atlantic for Avis . I may also credit to Hertz #1 points depends on price of the rental. In addition, National has a promotion which gives you 1 free rental day after 2 rentals, so I may also rental from them during the promotion period.
3 Shopping: I rarely credit my shopping miles to any airline programs unless there is very special promotion such as Northwest Mom and Dad few months ago. I acutally credit them to Marriott Rewards program because with Marriott Travel package award, the points can be transferred to airline miles on 1:1 basis. The earning for shopping with Marriott points are generally better than Airline miles. Also, Cashback sometimes is a option too, use evreward.com to check which program/cashback give u the best value.
4 Credit Card: I do not use any Airline Credit Cards, but I have them because of signup bonus and cancel them before annual fee due. However, American Airline Mastercard/Business is worth to keep because quarterly discounted award redemption pays the annual fee. All my Credit card purchase points go to Citi Thankyounetwork Program, but that is a different story. I have Citi Amex Platinum with Thankyou network, Premier Pass Elite with Thankyou Network and Citi Professional with Thankyounetwork. I also have SPG and Hilton Amex cards as a backup, but rarely use them other than staying at those hotels and postal office for Hilton card
5 Hotel Stays: I credit my hotel stays to hotel program except with Hilton Double dipping, the airlines miles part credit to BMI diamond Club.
Most my miles come from above five catergories, all other catogories are not primary sources and only getting them on promotional basis.