Yeah, this is one of those ethical gray areas. I tend to come down on the side of not trying to get miles credited (air or hotel) because of the explicitness of the rules.

I use Priceline a lot for hotels, but never so far for airlines because of the "no FF miles rule" and not having control over schedules, airlines or routings. It just can't compete with my usual game of booking weird itineraries on rock-bottom fares with upgrades and elite bonuses thrown in. The only case I can see using Priceline is near the last minute when you unexpectedly ahve to be somewhere and are being quoted sky-high fares.

OTOH, I admit there have been times where I was surprised by a "no miles granted" clause where I felt entitled. Two such cases were on America West tickets bought partially with bump vouchers. The agents wouldn't enter my OnePass number, saying the tickets were ineligible (never mind that I had ponied up money on top of the bump vouchers and the vouchers didn't say that in the fine print, nor was it disclosed before accepting the offer). HP was also out of line with the rest of the industry in doing that.

To make a long story short, I sent in the documents to Continental and they credited all the flights.