macgregor, I've been using CJ for many years (along with other affiliate networks). All I can really say is that performance really varies by the type of site and traffic YOU have and by the programs you choose.
I have had zero success with ANY affiliate programs on one of my sites (but Adsense does great there), for example, while another does great with CJ ads and doesn't do much with Adsense or YPN.
I've found that the CJ ratings as to network performance are sometimes helpful, but not as much as you'd think. Many programs that are highly rated network wide for CTR and earnings have done diddly for me while some lower-rated programs have done tremendously well.
Here's what I can say: test, test, TEST. Pick some programs that seem relevant to your site's visitors, put the ads up, and if nothing happens in a month or so, drop them and try new ones.
Oh, and read the fine print of the individual affiliate agreements. One program I WAS going to sign up for actually said something like, "You may not refer to (the company) in any capacity, orally or in writing, for any purpose, without (the company)'s prior written consent."
Um ... exCUSE me?
"The first rule about (company) affiliates is you do not talk about (company)." Heh.
Sure, it was poorly worded and I'm sure that's not what they meant, but I did not sign up for their program because of it.
I have found CJ's support to be poor to nonexistent and their reports could be better, but perhaps support is better if you have larger sites -- although the support there wasn't any better when I was really working affiliate programs and bringing in over 1K a month from CJ alone. That's just my experience, though: I still use them for the affiliate programs that are appropriate to my sites.
Don't be disappointed if you don't get much off the CJ ads, though. Make note of which individual ads are highly rated as well as which programs and try those. However, there are some programs that are WAY highly rated and I have yet to make a dime off them after trying several ways of marketing them. I guess YMMV.