Well yes, don't assume anything, look up the rules online which are not too complicated to follow. Sometimes the miles do not post automatically, but an online missing miles request is usually enough. Or if you're unlucky you might have to mail in your boarding passes.
Frequent flyer miles are great as long as you use them correctly. Being loyal or buying a RTW ticket with an alliance is incorrect usage, in my opinion. But always collecting miles with whatever airline (alliance) you happen to fly with and then using them to buy expensive tickets is a great thing. Or signing up for a free credit card to get 50k miles.
