I haven't flown Y or B tickets much, but believe that yes, they're pretty pricey.

One thing you should start tracking is the 500-mile electronic upgrade certificates you'll start accumulating once you reach 25,000 miles and become a Premier member. These can get you upgrades 24 hours in advance IF seats are available, which is a big if since they are only occasionally available to Premiers. (After buying a ticket, you request either online or through a phone agent to be put on the list for possible upgrades.) They're called 500-milers because that reflects how many miles they'll get you in terms of an upgrade--that is, you need 5 of them to have a chance at an upgrade at a 2500-mile trip.

In terms of accumulating miles in addition to by flying, you should look into getting a UA visa card, which has online offers for about 20,000 miles at the first purchase, plus the one mile for each dollar you spend, in most cases with two miles for online purchases of UA flights. Sorry I don't have any links handy.