Here's a couple basic tips...
a) The majority of my flights are from St. Louis to destinations in the Northeastern US. Especially during the winter months, if I can't fly direct, I prefer airlines with southern hubs (Delta - Atlanta; USAir - Charlotte). I pick up another 500 miles each way, which, for me, is an extra 18,000 miles annually.
b) If I have a problem with an airline, I contact their customer service department with a detailed letter. If I don't hear back within 20 days, I send a clearly identified "second letter", and then try e-mail and faxing this to alternative departments. I have received extra miles and flight coupons in an effort to compensate me for my trouble.
c) Flying American? Check out the thread in American Airlines - "The Elite Challenge". The thread describes a quick way to go up an elite level or two (and pick up the extra bonus mileage that the level provides).