Unfortunately, it's also very difficult to upgrade with points. Doing so usually requires buying a coach fare much more expensive than the least costly ones.
Sometimes you can use points from different airlines on the same flight if the carriers are part of the same alliance. For example, if you had enough points on United for one ticket and on USAir for another, you might be able to book two seats on United - or USAir - or Air Canada - or Lufthansa.
Points.com allows you to exchange points between some programs, but the transfer ratios are awful. Don't even think about it.