If you get to 20,000 miles you can get an one-way upgrade from economy to business on flights to Europe. A nice way to taste international business class, which is much better than domestic first. There will usually be a co-pay included. Other international destinations (except Central America) are 25-30K miles for an one-way upgrade. Look at chart here:

http://content.united.com/ual/asset/..._052010_v2.pdf