In Australia, I think it is fair to say that domestically we have 4 airlines (Qantas, Virgin, Jetstar and Tiger) and of those there are 2 frequent flyer programs (Qantas Frequent Flyer and Virgin's Velocity).
Virgin's Velocity program has always been free and remains so. To join, you can sign up on its website at http://www.velocityrewards.com.au/content/ProgramBenefits/JoinNow/
Qantas (and Jetstar but only on certain flights where you can accrue points) on the other hand has for as long as I remember involved a one -off joining fee. Currently, that fee is A$82.50 for an individual. See https://www.qantas.com.au/fflyer/dyns/joinff
I found that I wasn't flying Qantas often enough to justify the fee as I probably wouldn't earn many points on the few flights I took. However, there is a way to join the Qantas Frequent Flyer programme for free, which Qantas of course doesn't like to advertise. That is the Woolworths Rewards program.
If you sign up for the Woolworths Everyday Rewards card (which is a free loyalty program) you will automatically be able to apply for Qantas Frequent Flyer membership for free! Even if you don't shop at Woolworths you can still apply online for its rewards card and then for membership Qantas' program. Nifty, isn't it? I found out completely by accident when I had suddenly found myself flying Qantas more frequently than in the past and decided that perhaps it was time to join the frequent flyer program.
If you click on Link to Qantas Frequent Flyer you will be taken to the page where you can link your Everyday Rewards membership (if you already have one) to your Qantas Frequent Flyer account (and also be able to sign up for one if you don't already have one).
Of course, once you're a member of a Frequent Flyer program, apart from earning points by flying, you can also earn points by having a credit card with a linked frequent flyer points scheme. In addition, some programs have partnered with retail outlets so that if you scan your frequent flyer program card when shopping there you can also earn points.
Tiger Airways, not surprisingly, being a budget airline, does not have a frequent flyer program at this stage. It was quite critical in 2010 of such programs as you can see in this article.