Get a membership on ALL carriers. Find out which ones share points; for example, Northwest, Continental, and Delta all share FF programs, but you can usually only redeem through the carrier where you signed up. Continental is the best one, and you get upgraded for EVERY level of FF, unlike US Air. If you are silver on Conti, you also get upgraded on all Northwest flights. I recommend Continental if you are unhappy with US. I was Chairman preferred on US for four years, and almost made Gold on Northwest for every one of those years. US Air has a fare called "Go First" which will put you in first class for a lot less, but you MUST ask for it over the phone. Also, if you are travelling home, listen for when they ask for volunteers to take the next flight. You can tell your employer your flight was delayed, and you get a free ticket form the airline, dinner is paid for, and you get more hotel points for staying in a hotel that evening.
Find a credit card that gives rewards for using it. I used Diners, but I understand AmEx offers the same type of rewards program. Even if you pay for the privelege (I had to), it is worth it.
I MUCH prefer Holiday Inn over Hilton, just because of their rewards system. They would allow me to call and choose my own rewards with them.
Reward points paid for my shower head in the bathroom ($85), my Weber gas grill, my craftsman ball bearing tool boxes, a week in a five star hotel in Madrid, the Auburn diffrential in my Lincoln, COUNTLESS airline tickets and hotel stays, day spa gift certificates for the wife, and I took out 5 people from CR to Ruths Chris, on me. Theres more but I forget right now.
I have better tricks that I WILL NOT post publicly. PM me for details.