I didn't think you could do it either, but this is what I did on Black Friday.
I went into Kohl's with coupons. In order to use them I had to use my Kohl's card. I bought my $150 worth of stuff, went back to customer service, and immediately paid my bill with my Chase Freedom and still got the 5% cash back because of the rotating categories. On top of that, I got my discounts for using the coupons plus Kohls cash.
I can see this working at Macy's too because when I have coupons there, I will pay with my Macy's card and then immediately pay with my debit card but they don't have a PIN pad so the debit card has to be run as credit.