I did a quick calc per the different classes and I think Air France Blue program will only credit about 21K miles, Delta Sky about 25K and Alitalia Mega about 27,000. Still think Blue is best?
Air France allows one way bookings. (Delta will start to in 2015 I believe)
You can transfer AMEX to Air France with taxes.
Just things to keep in mind.
With Delta you need to spend a certain amount of money to get status, so you may be better off with Alitalia if you care about the status and think it will come in handy.
Depending on what you fly and what your future travel plans are would help decide which to pick.