If you travel with a companion, it does help to have multiple accounts on the same alliance, because you might be able to get one ticket on a given routing with (say) UA miles and another with US miles.

How do people get flights? Patience. Or actually spending money or flying places. I hope to get a US first class redemption by:

1) Had a USAirways card years ago, cancelled it, got another recently.
2) Actually bought $10-$15K of stuff last time I had the card.
3) Actually flew US a few times, including at least one transcontinental round trip.
4) Got the 15K bonus for spending $x in 3 consecutive months.
5) May have to convert some Air Canada miles to US on points.com, but the transfer ratio here is pretty good, about 90%.

My wife travels to Europe every summer, so I need 100-125K points for that trip, but by getting a decent stash on UA, US, DL and AA, I can use one of them, meanwhile continue earning on others by card churning. After the US redemption I'll have her account with 60K and mine with zero, so four years from now (10K renewal bonus each year) she'll have 100K and I'll have 40K - in the interim I'll redeem US, AA, and DL - the year I redeem US hopefully I'll earn miles on the others. But if you don't start off with a stash, yes, you have to be patient.