Anyone tried using Affiliate programs?

For those of you who are new to Affiliate programs (or) Internet marketing, here is a piece of info: If you own a website (or) a webpage from one of the free providers, you can place affiliate program Ad Banners (or) Text Banners. Commission Junction (cj.com) is a very good, centralised location from which you can get Affiliate program Ads Html code. You earn commission based on sales (or) clicks etc., It's nothing but Internet advertising.

So, now coming back to the topic, has anyone had big success with Affiliate programs? If so, how and which ones are worth considering? I know market is not good now. But does it really matter ?

Apart from Amazon.com associates program & Google Adsense programs, I have not had any luck with any other programs. I would definitely like to hear your experience regarding some good affiliate programs that actually work & if so, what they are & how to set it up?