Check the airline's website. Many programs have redemption opportunities for magazine or newspaper subscriptions starting at just 500 miles. Miles can sometimes be used for upgrades, a pass into the airline's lounge or hotel vouchers.
Points.com allows you to swap miles from a number of airline programs. You can convert them to miles in other programs or merchandise at Amazon, Starbucks and other stores.
Hilton's HHonors program will convert your miles from a variety of airlines into points in its program. These can be applied toward hotel vouchers, other programs' miles, even dining or spa visits.
Milehighswap.com allows you to trade miles for an unusual variety of products or services. Offerings change often as they're posted by users.
Convert miles and consolidate into one program (see link in Resources below) to attain a ticket or other desired reward. If a mileage program offers miles as an enrollment bonus, sign up, then convert those, too.
Buy miles from your airline if you are close to 25,000 miles (or whatever the minimum mileage is to redeem for a ticket). Check the airline's website for details.