Sign up for Midwest's current double miles promo
http://www.midwestairlines.com/doublemiles.asp

If you want to build miles quickly, Midwest has a credit card and deal with Sprint. You can also earn miles with Hilton on Hyatt.

You can't earn AAdvanatage miles on Midwest flights, but if you don't want to collect Midwest Miles you can earn Frontier EarlyReturns miles or Air Jamaica miles for travel on Midwest Airlines. Midwest Miles can be redeemed on AA, Air Jamaica and Frontier as well as on Midwest.

Midwest also has a good deal where you can redeem only 20,000 miles to fly a companion when your on a paid flight.

Midwest Airlines also can redeems for HHonors points - 2 points for 1 miles
additionaly Midwest miles can be reedeems 1:1 for Amtrak which can then be exchanged for United miles

Finally, if you have only a small amount of miles Midwest has a miles for magazines like most every other airline.