Say you put a link to amazon for every product. Does it make a lot of difference than when you have a shopping cart system that only goes to amazon after they click checkout? Is it worth the coding investment?
koen, I have a lot of direct links to Amazon on my site. I've never even considered the shopping cart approach. I suspect that there are people who use the shopping cart approach who didn't even consider the direct-link approach.
They are very different, and not easy to compare. I think your choice has to depend on your site and what you want to do with it.