Most airline and hotel reward programs have an online shopping portal where you will get X amount of miles for every $1 you spend. You will have to use the portal to visit the online store where you wish to shop from – this way the portal provider get their commission and you will get your miles added to your account.
I’ve used the Delta and American shopping portal quite often. Last winter I earned over 3,000 miles by just spending $300 on a few Christmas gifts, they also offered bonus miles if you spent over a certain amount. The miles usually post once a month to your rewards account, sometimes they won’t and you will have to harass the company to give you the miles or you will refrain from ever using them again – I’ve done this about three times with the American portal, you must wait 30 days from the date of purchase to make a claim for missing miles.
Check the portals often, they usually always have deals and offers for bonus miles. Some stores like Best Buy, JCP, Sears and a few others let you pick your purchased item up in the store (sometimes same-day) and you just pay online so you earn your miles and get the product on the same day!
Miles/Points Earning Stores:
American Airlines: AAdvantage e-Shopping Portal
Delta Airlines: SkyMiles Shopping
United Airlines: MileagePlus Shopping
Southwest Airlines: Rapid Rewards Shopping
Hilton HHonors: HHonors Shop
Marriott: Shop My Way
All you have to do is visit the above-mentioned stores, enter your rewards program number and start shopping via their website. Like I said before, this is a great way to earn miles/points while shopping for things you would regularly buy at the store.