The easiest way to acquire miles is to get a new credit card and spend enough money on it to get a bonus offer. You can also buy them from the airline for less than they might be worth if used for First Class travel. Earning miles by flying has become much harder and now requires buying more expensive tickets.
The big problem comes when you try to use them and can't take the flights you want when you want to. You can use them provided you have flexibility and can either plan a year ahead or take what is available at short notice.
As has been pointed out, if you can plan to use sale fares then the cheapest way may well be to simply buy tickets. If you do it enough then you may also accumulate miles!