When you fly Delta, for example, on a paid ticket, you earn two types of miles for that flight. First, redeemable miles (which you use for award tix and cash+miles tix, etc) and Second, elite qualification miles (MQMs) which go to status. On delta, 25000 MQMs = silver status, 50000 MQMs = gold status, etc. If you use your redeemable miles to book an award flight or a cash+miles flight, you will not earn any MQMs or any redeemable miles on that flight.

So, to get status, fly a lot on paid tickets so you can earn MQMs. Earn enough and you get status and all the perks that come with it. Also, look into getting the Amex Delta platinum or reserve card, which also provide MQMs if you meet certain spend thresholds.