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Since you’re here (online that is), first check out the FFP Links page. Many (and more every day) airlines encourage online sign-ups. It’s win-win. The consumer avoids the sometimes-exasperating wait to get through on the airlines’ phone lines. And the airlines can focus their human resources on taking reservations and other revenue-producing transactions.
This is the simplest. Call the airline’s toll-free reservations number (available in the local phone book, from directory assistance, or from their web site). Request to be enrolled in their FFP. In some cases, the reservations agent will sign you up; in other cases, he may transfer you to a dedicated FFP agent for sign-up. In almost all cases, the airline will assign you a membership number on the spot, which can be used immediately to begin earning miles.
It’s always comforting to remember that if all else fails, you can enroll at the airport. This is not the best option, however, since the transaction is bound to be rushed, for you and for the airline agent. You are always better off taking care of FFP matters before you arrive at the airport for a flight, if possible.
Mail-in application forms can be requested still from some airlines. Many carriers, though, have discontinued use of snail-mail applications because of the costs, turnaround time, and possibility of loss or delay in the postal delivery system. There’s really no good reason to use mail.