"At no time may AAdvantage mileage credit or award tickets be purchased, sold or bartered. Any such mileage or tickets are void if transferred for cash or other consideration. Violators (including any passenger who uses a purchased or bartered award ticket) may be liable for damages and litigation costs, including American Airlines attorneys fees incurred in enforcing this rule."
This is from AAdvantage Web site. All Airlines prohibit selling FF miles. Do a search and you will find stories of people who have obtained or used miles "irregularly". They could strip you of all miles and your membership as well. I would strongly advise against it.