It's not exactly cheap, but you can also try points.com and post a swap offer with someone else. You have to pay a pretty steep fee, but if someone is looking for some Aeroplan miles and has some United miles to spare, then they will agree to swap with you.

I did it one time to liquidate some Skymiles that were all but useless to me, ended up getting 150% of my Skymiles back in AA miles which at the time were more useful and had to pay about $120 for the transaction, but that was far less than buying AA miles directly even during a promo.