For less expensive flight options, get a credit card attached to an airline (i.e. Delta American Express, United Visa card, American Airlines master card, etc.) With every dollar that you spend, you'll earn miles. Always keep track of your number of miles, and use those when shopping for air fares!
Create a profile on the airline's web page. You want to have a frequent flyer number. You can add all of your information to their site, and gain points/miles with your credit card purchases, and flights taken.