There are, of course, advantages to having an affiliate programme for your webshop...
.... but you have to consider the "fee" that third-party Affiliate Networks are going to charge you for their services.
If you are in a very competitive market sector (products that a LOT of other people sell), then the "commission" charged by an Affiliate Network can quickly erode your profit margins if those margins are (by competitive necessity) already shaved to the bone.
A better option is to install and manage your own Affiliate Software, and you could start evaluating this option by considering something like JROX, who is mentioned here:
http://www.zen-cart.com/index.php?ma...es&pages_id=27