I've had difficulty getting miles from several different brokerage firms.
With all the companies, don't assume that you will actually be registered for the promotion, even though you checked the appropriate box or entered your frequent flyer number or entered the broker's site directly from the airline's frequent flyer page. Get a confirmation. And if you have any questions at all about your account's eligibility for the promotion, get the answer in writing. Don't accept a verbal disclaimer that, because your call is being recorded, you don't need written confirmation.
So far, I have managed to get the promised miles about 70 percent of the time.
Good luck.

I've participated in every one of them and am batting 100%. I just signed up for the 10k AMEX MR deal.

There is also the deal from TD Waterhouse that earns AA miles but typically like most other brokerages you'll have to invest a good bit of money:

Three Great Ways to Earn Miles

Earn 10,000 AAdvantage miles when you bring $10,000 to your TD Waterhouse brokerage account in new assets.

Earn 1,000 bonus miles a year by maintaining a balance of $25,000 in your TD Waterhouse account each quarter throughout the year - 250 miles for every quarter you maintain the required balance.

Earn one mile for every ten dollars of your average monthly balance in the American AAdvantage Money Market Mileage Fund - Platinum ClassSM.

Contact Information
For more information or to request an account application and a free copy of the prospectus describing fees and expenses, call TD Waterhouse at 1-800-934-4410, visit us at AOL keyword: waterhouse or click TD Waterhouse These link opens a new browser window. Simply close that window to return to AA.com.

Here are the details on the Citi AAdvantage Debit (Thanks to doc for the link in the AA forum)

New Debit Card Earning American Airlines AAdvantage Miles
Launch Includes A One Million AAdvantage Mile Grand Prize Sweepstakes

Citibank announced the introduction of the Citibank AAdvantage® Debit Card, which will allow users to receive American Airlines AAdvantage miles for all debit card signature-required purchases, as well as Internet, phone, mail order and point-of-sale debit card purchases when ``credit'' is selected. The card is available to new and existing Citibank checking account customers and will also function as a Citibank ATM card. The card may be used at any of the more than 22 million locations where MasterCard is accepted.

The cards are the first translucent debit cards in the U.S. The Basic Citibank AAdvantage Debit Card has an annual fee of
$25.00, earns 1 AAdvantage mile for every $2.00 spent on qualified purchases and allows users to earn up to 60,000 AAdvantage miles per calendar year. The Premium Citibank AAdvantage Debit Card has an annual fee of $65.00, earns 1 AAdvantage mile for every $1.00 spent and affords users the ability to earn up to 100,000 AAdvantage miles per calendar year through qualifying purchases. Cash withdrawal and PIN-based transactions do not earn mileage.

``As the variety of payment options continues to expand, we want to offer customers products that add value to their purchasing behavior. We have a long and successful relationship with the American Airlines AAdvantage program. This allows us to offer our customers who prefer using a debit card the benefits of earning miles with their purchases,'' said Maura Markus, President of Citibanking North America.

``Consumers have told us again and again that earning miles is an incentive they value most. And, now with the new Citibank AAdvantage Debit Card, they can earn AAdvantage miles on purchases made every day,'' said Ed French,President of the AAdvantage Marketing Programs. ``We're also pleased to work with Citibank on this initiative, which complements the family of Citibank AAdvantage products.''

http://biz.yahoo.com/bw/020123/232263_1.html

from the linked article....
"New customers will receive up to 10,000 AAdvantage miles for opening a Citibank checking account with a Citibank AAdvantage Debit Card. Existing customers can receive either 2,000 or 4,000 bonus AAdvantage miles respectively for converting to either a Basic Citibank AAdvantage Debit Card or a Premium Citibank AAdvantage Debit Card. The debit feature debits customer checking accounts for purchases and transactions"

------------------
I Love New York

Earn 10,000 AAdvantage miles when you bring $10,000 to your TD Waterhouse brokerage account in new assets.


I just opened my account, and the CSR said that you have 3 months to obtain this amount. Just transfer a mutual fund or a brokerage account that you already have to get the $10,000 needed.

Mileage Fanatic and Tuna:
1--Does TD Waterhouse give the ff miles for $10k new investments going into any asset or does it have to be in the AA money market ?

2--It appears that the AA money market has lower returns that other money markets. One agent on TDW phone said: " Well that is why you get the points"

3--Are there any brokers who give ff, but do not charge closing or other garbage fees?

4--are there any brokers who give ff for IRA ot trust accounts?

--> Any asset.