I bought a couple flights last year via Priceline.com simply because Delta.com was charging a few hundred more for the same itinerary. Miles, Medallion benefits, etc. all processed as expected.

There were a couple of issues with ownership of schedule changes, but once a GUC was processed on the itinerary Delta owned the ticket so I could just deal with them rather than trying to do something via Priceline (though I was actually impressed a bit with my interactions with them).