While most affiliates post links and banners to websites to make affiliate sales, another great way is to build an opt-in list. For example, if your site is about accounting, you can get people to sign up for your list by telling them you will offer them news about their industry. What you can also do is offering them some kind of freebie in exchange for signing up - for example an accounting-related e-book.
Once people are on your list, it's pretty easy. Not only can you send them a series of auto-responders after they sign up but you can also send them broadcast messages. Make your messages sound personal, like you were talking to a friend. Give them some tips, solve their problems. Obviously, somewhere in your message promote your affiliate offer but make sure it is something your subscribers might be interested in. For example, an accounting site could promote our accounting resume writing service.
Finally, while some marketers do not hesitate to just send promotional messages to their list, you might want to mix things up by also sending them some good articles or news; this will minimize the number of people unsuscribing from your list.