From what I've read, most SEO experts believe that moderate outlinking to authority sites is beneficial to your rankings. I've been doing it on my sites for several years with no apparent harm, and possibly some benefit. I think it may help even more if you can use your page's targeted keywords in the anchor text of the outlinks.
On the other hand, excessive outlinking could theoretically bleed out so much PR that it could do harm, so you shouldn't overdo it. One way to minimize this bleed is to make sure that the page includes a lot of internal links to other pages on your own site.
However, on general principles I'd advise you to consider diversifying your advertisers rather than just going for Amazon. This is because the retail behemoth may end up outranking you for a lot of your topics. There's no harm in reminding people that there are other retailers out there.