You can call AA directly and ask about what dealers they will refer you to who participate in their mileage program. I think the same is true to UA, and maybe others - so call the airline you are interested in. I think they give 1 mile for every $4 that you spend. I turned down this possiblity when I found a dealer that would accept my credit card as payment. If you are needing to finance a car purchase, then going through this referral program is your best bet. Also I think that they also give miles for an extended warrantly.
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Ms.DtG