Interesting to read these experiences, I only had one issue with this and it was PMCO, last year.

Booked and 'confirmed' IST-MUC-LHR-JNB. No miles were ever taken out, for a full month. Called back, no ticket issued. Called three or four more times and eventually it was worked out - but for me, there was no ticket issued until they actually pulled the miles from my account.

So, if you are definitely sure that you have a ticket number for the itinerary, then perhaps consider the miles as a bonus, but as others say, they will probably reconcile them later - they did that with a SWU for me in January, and tried to steal a second one...and after about 2 hours on the phone, I finally got it back.

Awful experiences so far with SHARES, but for my case, when my miles were in my account, even with PNRs for the various carriers, I had NO ticket.

-jeremy