Yup, its definitely the way to go - and of course, the more different methods you try, the greater the chance that you stumble upon something that works well for your own unique site.
For example, in my own site - adsense isn't very lucrative, roughly 20% of what I make from one particular affiliate program. But for others, it will be the opposite - and the only way to know for sure, is to keep on trying new things until you find the perfect balance for you.
