Choose a couple of reward programs max: A reward program is only as good as is the user. It is easy to sign up for multiple accounts however; it is difficult to collect points if you have too many going. A couple of accounts are ideal. That way you can focus on collecting points in the places you actually shop, and you are not risking forgetting about a card that you are suing.
Choose a car that allows you to shop in multiple locations: Many rewards programs have you linked with a specific store, which is okay if you do most of your shopping there. Other programs, such as Air Miles allow you to shop at multiple locations. This way you can collect points on your card, when you shop for your weekly groceries, put gas into your car or renovate your house. By having multiple locations to collect points in you can get more value for your shopping dollar.
Make use of special offers: Often retailers using loyalty programs will have special days which allow the customer to get more points than normal when shopping with their card. If it is possible, try to make the best use of days such as these, as they can help you earn a lot more points very quickly. Furthermore, as you can collect more points on special days, often you can redeem for fewer points on select days as well. SO it may be beneficial to save up your points from time to time and only spend them when it is beneficial for you.
Always have a goal: When collecting points it is always important to have an end goal in mind. That way you are not just collecting points, just for the fun of it. Maybe your first redemption should be for something small, just so that you can learn how things work. Your subsequent redemption can be for larger ticket items that you worked up to save for. Having an end goal in mind is a great way to get excited about collecting more points.