The real answer, depends. If there is much competition in the search rankings for the keyword i personally would runa directory listing every keyword term that lists google and either create a link directory and run you own main ads in the top half of the page and show your links (exhcanges) in the bottom half of the page. Or if it is highly competitive search term, i would create a page for every keyword that is associated around the main term, like loans- debt consolidation loans- quick loans, online loans and so on. I would then find an affiliate for each one of these terms and write a blog post about them, naming evey title after the terms and using the permalink options in wordpress.

Again depending on you keyword, if it was furniture i would find an furniture store with an affiliate link and build my own directory with seo terms and get backlinks to individual items.

Want to know about domain names? heres some blog posts i have written 

Choosing and registering a domain name

Most expensive domain names