Robert Heinlein's TANSTAAFL principle applies with equal force in the points and miles realm as in all others, but I'm always on the lookout for opportunities to earn miles with no cash cost. Here's an interesting one.
As with investing, diversification is good for points and miles collecting. There are few currencies that I'm not interested in (Spirit and Southwest, I'm looking at you) and I maintain frequent flyer accounts with a number of "random" carriers. One of these is Lufthansa/Austrian/Swiss's "Miles and More" program. LH First to Frankfurt is one of my FF bucket list items, and I'm pursuing a number of different strategies to get there. As others have observed, LH F awards are difficult to get and one of the easiest ways to get them is directly through Miles and More (which is a Starwood transfer partner).
One problem is that M&M won't let you do an award search if you have "0" miles in your account, so I needed a way to earn at least 1 mile. Looking over the site, I found this offer of 100 M&M miles for each hotel review (up to 1,000 miles per month) from HolidayCheck.com, a Germany-based hotel review site. I signed up and posted a review from a recent trip and earned 120 miles (extra 20 was from a now-expired promotion) within a month of posting my review. I doubt that I'll spend a lot of time posting reviews at 100 miles a pop, but at least I can now search for LH F availability!