I guess I use the really simple approach....

I have a category on my to-do list called FFMiles. Whenever I make any transaction that earns miles or points (flights, hotel stays, car rentals, dining), I make a quick entry there stating what/when/how many. I use a two-letter code at the beginning of each entry to designate the airline or hotel program.

When my statements come in (or when I check my balances online), I can easily check off the entries for which I have received points/miles, and easily see the ones that are missing.