Choose the airline on which you want the miles, and look on their web site. They all have an affiliated card. AMEX has a delta miles program.
AMEX offers two airline affinity deals. You can get a Delta Skymiles Optima Card. You get one mile for each dollar your charge on the card. In addition you can get bonus miles by charging Delta Air line tickets on the card. Typically it's double, but sometimes they run a triple promotion. American Express Membership Rewards (formerly Membership Miles) is more flexible. You get one point for each dollar you spend. Your point are held in a separate account any may be converted to FF miles in multiples of 1000. Through the use of partnerships (Delta/United, American/USAir, Continental/NW) you can get awards on all 8 of the largest US carries (Add TWA & SouthWest to the previous list). In addition they have a number of international partners. Membership Rewards occasionally runs bonuses. Right now you get double rewards point for using your AMEX in grocery stores. You can also redeem your points for merchandise as well. You get a statement each quarter with you activity along with a list of the lovely things you can cash your point in for. Most of that stuff is expensive 'stuff' that you can find something functionally equivalent for much cheaper. Save up the points for travel. It's the best deal.
