Forbes' new article "Free Market in First Class" referred me to sites that can buy your mileage points: CorpFlyer.com and MrMileage.com.
While airline mileage programs usually prohibits selling of mileage points, those sites act as brokers instead. They will ask the mileage owners to buy tickets in others' name and send the tickets; owner will then be reimbursed in cash by the COD delivery option by Fedex. CorpFlyer.com site mentioned that it usualy pay between 1.2 and 1.8 cents per mile for each brokered transaction, plus reimburse any ticketing fees, airport taxes and Fedex shipping charges.
Today I registered my 30,000+ United MileagePlus points in both sites. If it turns into an actual sale I'll report back in this site.