I dont see a reason why they will shop on my site when they can go directly to theirs
So why do they come to your site anyway?
If they just want to book a hotel they could go to the hotels website directly or to the big aggregators like expedia and the like.
But your visitors are probably researching a location and than want to make a booking decision, so it makes sense to guide them to an appropriate offer.
is it even worthy to try it?
Sure, but it always depends ...
a) on how good your content is (not only in terms of words per page, but also quality)
b) you can convince the users that they should take the next step (and book a room etc) from your site. This process is called preselling and you can find a good article on it here: [associateprograms.com
...] (hope it is ok to drop this link).
But how about the form script itself?
There are different ways to link to the affiliate programs:
1) text links which are embedded in your review of a hotel, restaurant or whatever is your content
3) forms (like you mentioned) which can range from small ones for starting a reservation request to big ones for booking directly. What I did on one of my sites was to have the booking form on a seperate page so it didn't influence the loadtime of the review page. This improved user behaviour (conversions) in some way.
Summing it up: give it a try! With the right content and the right niche it works.