From time to time, airlines offer sign-up bonuses for new members - usually 1,000 miles, but sometimes as high as 4,000. I was surprised to see Delta offering up to 10,000 miles, but the catch is that you need to either a) fly on a paid international ticket or b) fly on a paid first/business class ticket by December 31, 2011. They will award 5,000 miles for domestic coach travel as well.
The T&C states this is only for people with addresses outside of the US, but I signed up a fake person with NYC address and it worked just fine.
This is for "new" members, so there might be a chance you could create a new SkyMiles account, get the bonus, and then merge the accounts at a later point in the year, but I can't guarantee that would work.