Hmm, idomoneus, sounds like you are planning a trans-siberian trip If you do, be sure to stop in mongolia! also, the chinese train is much more comfortable than the russian train (there is a very small shower, as in almost no water pressure, in the first class compartments -- shared between four people/two compartments). you can buy tickets once you are in Moscow but summer is peak season and you may not be able to choose your dates that easily (also I can't say that the ticket sellers are all that friendly), so paying a premium for someone to buy your ticket is certainly worth it if your time is short (moonsky (sp?) travel in HKG seems to be pretty good and I've read about a lot of folks using the Russia Experience out of London). however, if you do stop in mongolia, you will probably end up taking the daily mongolian train to beijing -- and all i can remember from that train ride is stopping at the border at midnight and fighting off the mosquitoes that were in killer attack mode... still, I would go back to Mongolia in a heartbeat.

For my trip a few years back, I used DL miles for a partner award on AF. The two open jaw segments were JFK-St Petersburg and Istanbul-JFK. I ended up junking the return (very sad, since it was a waste of 40K miles and now I have no DL miles left) as it would have cost me as much money to fly from where I was at the time (Mumbai) to IST as it would have to fly straight home on British Airways (but in coach but I did get the 7K-ish flight miles credited to my BA/AA accounts). Also, before I decided to buy a new ticket, I had a major problem changing the travel times on the award ticket since I had to go through DL (and there were no DL offices where I was traveling) -- this is definitely one downside of using partner awards and something to consider if you travel dates are ever in flux.

Going back to your question, perhaps you can get a AF award with your DL miles. Or see if you can use your NW/CO miles for a ATL-SVO on KLM (not sure if that is a codeshared route) and then a return from PEK, PVG or HKG on NW. Since the distance between your non-flown segment is lower than the flown segments, you should be able to do the open jaw if the award permits such a thing.

If you have never been to China, I would definitely recommend taking some time to see both PEK and PVG-Shanghai. Crossing/Flying/Training into (and flying out of) HKG will increase your travel costs by $500-$1000 (depending on the number of days you decide to stay there and the quality of the hotel). Going to CAN would be a waste of time, and besides no one flies there. I have another possible routing that you could consider if you had BA/AA miles, but you can email me if interested. It would take you back via Almaty, Kazakstan. It wouldn't necessarily be cost effective but it would be a great adventure that would take you across Russia as well as China.