Sometimes there is no option. I had to redeem miles for a business class award ticket on SWISS from Eurpoe to India. However I have AA miles and it would not have been possible to upgrade me on a coach fare.
Even if there was an option to upgrade, the cheapest economy class ticket for the route was listed at ~$800 and I had to redeem only 60K miles for the business class award. I am not sure how much an upgradeable ticket would have cost. Even at ~$800, I am happy to burn the 60K miles.