I was digging through the United.com website a few months back and found a great offer. Sign up for a new Fidelity brokerage account and get a whole slew of miles depending on how much you deposit. This offer is good for United Mileage Plus members, but many other airlines offer something similar. The schedule is as follows:
* $2,500 -> Get 5,000 miles * $10,000 -> Get 15,000 miles * $50,000 -> Get 25,000 miles
After I signed up, I got the miles deposited almost immediately (took ~1 week). The only major catch I found was relatively minor. You must keep the account open and funded with the original amount for 6 months. During that 6 month time period, you can keep it in cash, buy stocks, CDs, or anything else Fidelity offers.
Definitely seemed like a good deal and worked out quite well.