If you're interested in affiliate marketing and you don't regularly read
http://www.affiliates4u.com/ then you're a fool :)
It's actually something I'm playing with at the moment. CJ is extremely thorough, but Affiliate Future is probably the easiest to get up and start using.
I recommend the open-source
http://www.openx.org/ for serving and tracking your ads.
One thing I will tell you though is that you will get a metric shedload of crap-all if you don't put a lot of work into doing it. There are many, many hardworking people using all the best techniques possible to get people to read their ads, it really isn't just a case of sticking a few ads on a page then sitting down whilst the cash pours in. It's like a game :D