Why should a site visitor buy from your site and not just go directly to the merchant or vendor site? Because you provide value added services. You do not just slap links on your site, you carefully review merchants to make sure they're appropriate and that they remain so as both your sites change and grow. You perform affiliate auditions.
Before you join an affiliate program, roam around the company's site, evaluating the environment, products, advice, articles, ease of use, shopping cart and customer service options. Scrutinize the images and descriptions. Buy something. Return it. Ask questions. Check your credit card bill. Then go on a search engine and see how their top three competitors stack up. Once you've chosen a site or two, avoiding as much duplication as possible, beginning writing product reviews, and comparisons. Which home décor and linens site would you want to visit, the one that provides a rating of flannel sheets based upon the six most popular criteria, or one with a mass of links and no distinctions between the products? The lighter makes buying harder, not easier and the visitor will click off, never to be seen again.
You have the advantage of knowing your audience. If you reduce the time it takes to choose, as well as the potential for your visitor to be disappointed, there's a reason for him to return. Keep up the trust by regularly reviewing your affiliate sites and the decisions they generate. Write reviews of seasonal and new products. Ask site visitors to review products that they've bought through the site. Make it fun and people will return to see what you've found for them now.