I'm not a professional in the area but I've learnt over the last week to PREsell a product instead of selling it.
In other words it's far more effective to supply good information (content) about a certain niche and then within your article recommend a product but don't make it look like it's a sales pitch. Personally I think you'd do yourself harm if you go straight away and just list some cool products which you think are good. Build credibility and traffic first.
Your question is whether you should start linking to the affiliate pages already, well you could I guess but try to do it in the manner in which I mentioned above.
http://www.associateprograms.com/ taught me a lot - it could do the same for you.
PS:
What I did just now with associateprograms.com is a perfect example of PREselling. - I also think Lisa uses the same principle very effectively by putting her knowledge out there, building credibility (an audience, friends etc.).