You got a lot of good advice here.

Make sure you frequent the boards here for the programs you want to set priorities on (for example NWA and HH in my case). Check them every day if you can, over time you'll find some good posts on promotions, bonus's, etc that you can take advantage of. Also, visit the airline and hotel websites frequently and actually read what's there, you'll find their current promotions, and sign up for them. Read your statements that come in the mail, they mention promotions too. Research all your programs partners and take advantage of them. A lot of people don't take advantage of everything that's available.

Example, recent one night HH Stay:
Hampton Inn: 75.00/night = 750 points
50% promo bonus: 375 points (vs. the normal 100 NW Miles)
25% Gold bonus 187 points
VISA promo 500 points
Car rental bonus 250 points

TOTAL 2,062 points for a stay that an "average" or unimformed guest would get 750!!

Good luck and have fun. It can be addictive playing the points and miles game!