Avios offer great value especially in Europe with the "Reward Saver".
You can collect them all over the place including Tesco via Clubcard.
I actually convert Clubcard points to Virgin Airmiles (who also have lots of "Taxes and Fees" to add on top, but the miles really come into their own to upgrade from one cabin to another.
It's a minefield: "The Points Guy" blog and "Head for Points" are interesting blogs which can point you in the right direction.