Flying with the same airline or alliance (or in other words accumulating frequent flyer points and retaining or gaining FF status level):

A couple of months ago, I had to fly to Italy and a friend of mine had to fly to the same city (Milan) the same day. He works for a nice and wealthy company which actually prohibits flying business class however the company allows any economy flight with all airlines, and any economy fare class.
So I took an easy-jet flight for €151 and he took KLM (economy class) for €512.
Both flights are direct, both take precisely 1 hour and 40 minutes each way, both are economy, both are from Amsterdam - Schiphol.
So... why would he do that ?  Does it make sense ?
Yes it does. For him.
You see - to keep his gold status on KLM my friend needs to have 30 flights per year or 40000 level miles - see below from the KLM website:

So the fact is he paid 3.3 times more than what I paid.
What did he get? 2 qualifying flights for keeping his Gold status and a few more miles for his miles account.

My choice is clear: I always fly with the least expensive airline unless the difference is marginal.

This of course has consequences (positive and negative):

• Enormous cost saving (positive)
• I am not biased to fly with any airline (positive) 
• I have more flexibility (positive)
• I don't get 'free' flights from a frequent flyer program (actually I do - I'll explain in a bit)
• I don't get elite frequent flyer status (negative)
• I fly cheap airlines such as easyjet and ryanair which are in general less pleasant to fly then other airlines (negative)

All the above said should of course NOT discourage you from taking part in various frequent flyer programs. For example since my home airport is Amsterdam Schiphol which is a KLM base - I sometimes fly KLM or Delta or Air-France (in some cases they are the cheapest) and therefore I actually do accumulate miles for bonus flights. However since I am not biased to fly KLM - I may have extended period during which I would not fly KLM which means that I will risk losing my miles (here comes a tip). TIP: So, to avoid losing my miles, I have taken an American Express Flying Blue credit card which adds frequent flyer points to my account for every purchase I make using this card and extends the validity on my points by another year.