Alliances were designed to minimise the number of FFPs you join up with but still let you enjoy benefits of:
- Status recognition and benefits, e.g. lounge access, priority check-in, etc.
- Points accumulation and redemption
So unless there was good reason to, you should generally only join one program from every major alliance connected with the airlines you are flying.
As it stands you are members of QF and EK FFPs. You've indicated a number of other airlines - MH, SQ, SA (and others? Which ones?) - that you intend to fly. SQ and SA are part of Star Alliance, so you should join a *A program so you can credit miles and accumulate status with them.
Which *A program you should join should be decided on the frequency you are flying *A carriers, what classes of travel you will fly (Economy, Business, First?) and some other factors...
MH is not part of an alliance, but you can credit MH flights to the Velocity program; I'm not sure if MH can also be credited to the EK program. It's an example of an airline which is not part of the three major alliances, but has cross-FFP crediting which you should be aware of (unless you join MH's own FFP).
QF covers
oneworld carriers.
You should check the FFP terms & conditions and partner airlines details for each airline you intend to fly. You should also rank the airlines you fly in terms of how much business you're giving them (i.e. how often you fly them and in what classes you fly them). You can also use the alliance websites to find out which airlines are part of which alliance:
