Hotel chains have frequent guest plans, too, but I find the best plans the ones which allow you to accumulate points which you can exchange for frequent flyer miles rather than free hotel stays. Marriott Rewards and Hilton Honors are two of the best. Most of the major airlines have these cards, usually rewarding you with one mile for every dollar charged to the card. I use an affinity card to pay for airline tickets, hotel stays, restaurant meals, etc. Once you are back on the ground, the real hassles start.
Ground transportation is often problematic.
I prefer to take airport shuttles and taxis wherever possible. I have rented a car only two times in the last three years. Sure, having a car means you are more mobile, but no more mobile than I am with a taxi. Then take taxis, airport shuttles, and hotel limos. It is more efficient, and usually cheaper.