Exchanging miles on points.com is a ripoff, but I've happily traded miles using their trade option. It's is pretty useful if you need a few thousand miles for an award and have some orphaned miles sitting in an otherwise unused account. It's cheaper than buying miles.

Trading out of Delta into another program will cost $10 per 1000 miles + $30. If you offer a 1:1 trade then someone will take it quickly. It takes about 5 days for the transaction to complete.