Although it's not Home Depot, and it's not free shipping, I like the offer from Sears (wich is on some airline mall sites). You can order online, pick-up at the store and get miles!

Thus, you can get miles for small items - but you have to pick them up at the store. You were going there anyway!

I received (IIRC) 33 CO miles for a bottle of cleaner for my distiller! (I would have gone to Sears anyway!)