And, I'm big on loyalty, so I looked for one program that best suited me.
I wouldn't limit yourself to just one. Sure, there can be a primary loyalty program for you, but I would always be looking to expand and maximize rewards that are tailored to how you spend your money already and what you want to do with your rewards.
I got into all the rewards stuff about 4-5 years ago. My wife and I had just gotten married, and we paid off her student loan right away, so it was a little bit of an opportunity for us to travel before kids. Something we did right away, and have done again since then, was get the Southwest Airlines Companion Pass. Looks like they are going to make it harder going forward to earn, so I'm not sure if we'll be getting it again next year..
All that being said, the primary one we use is the Chase Ultimate rewards program. They have several cards that all earn points towards the program, with different 'bonus' spending categories. Sapphire (both reserve and preferred - good for travel and dining), Ink (business card, but you don't have to have a business to get it - wink, wink), Freedom (rotating bonus categories at 5% - cash back card, but paired with one of the first two, you get ultimate rewards points by transferring between cards), and Freedom Unlimited (1.5% back on everything - but like the regular Freedom card can utilize the points program when paired with one of the first two cards). They (Chase) have a travel portal that is really easy to use, and you can transfer the points to several other rewards programs (both airline and hotel).
I just recently got the SPG Amex. I can't stand Amex, but I've read good things about their (SPG) loyalty program (Starpoints). Good transfer partners and an increased sign-up bonus right now.
Lastly, I also use Hilton for a lot of stuff. Have the Citi Reserve card, and have had it for a few years now. Sign up bonus is two weekend night certificates to virtually any hotel in their portfolio (there is a list of like 30 or so excluded - every all-inclusive and a few others - but the majority can be used). Then annually there is a certificate if you spend $10K on the card. Last year I just put our health insurance on the card, and this year we are putting daycare on the card to get the certificate. Using the one we earned last year in a few weeks for a Saturday night at the Waldorf in Park City while we are in the area visiting family.
There is no shortage of travel and rewards related blogs/sites out there for sure. TONS of good information, *that if used properly*, can make travel extremely affordable (or in many cases - free) just by using credit cards for everything you buy (gas, groceries, bills, etc) instead of cash/debit cards/checks.