There are a lot of factors that go into this decision.
The first rule would be to stick with the program where you do most of your flying since your primary airline benefits will be better than partner benefits.
If you visit other forums where such topics are discussed, you will find travelers usually only make the jump when they can make significant status in another program, and often in a different alliance as well.
Since Turkish, Lufthansa and United are all Star, you're probably best off maximizing you Miles & Smiles/Star status if Turkish is your home airline.
The best place I've found for such discussion is Flyer Talk.
If you want to go for as much award credit as possible The Points Guy is a great resource.
This answer is subjective. Help the community by suggesting an edit instead of downvoting.