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but then just about every website has an affiliate program these days and I hear they can generate alot of sales.
What can you expect - not a huge amount in my opinion - they guide you through implementation of tracking, and setting up some creatives/feeds and then you pretty much only hear from them if there is an issue.
It seems feeds perform better than banners etc so make sure you can provide up to date product info to the network - automated if possible.
Depending on your scale look at one of the smaller networks otherwise as you say up front fees are harsh - although if you can swallow that then at least you only pay for sales.
Do a search for affiliate forums or a4u and there will be a whole new world of info opened up to you!
You might take a look at a few of them.