Would having a game's name in a site, say "HaloWorld," (just an example) be a violation of copyright? I will not be selling anything, but I will have affiliate links and ads. The site will mainly be a fan site, having pics/storyline/forum.. the usual. I will link to the official company's site, and have a disclaimer on the bottom saying that the name and so forth are trademarks of that company. I know the fan sites and 'sucks' sites (companySUCKS.com) are protected as free speech as long as they remain non-commercial. Affiliate links don't count as being commercial, do they?
The "sucks" sites don't run into trouble because the speech is legitimate consumer criticism about the company. Commercial/non-commercial is not the correct distinction. The key is the content. It is deemed "non-commercial" only because the 1st Amendment only applies to government actions, not private ones, so calling it "free speech" isn't allowed. The "non-commercial" distinction is a bit confusing, but it is merely a proxy for "free speech" in the private sector.
And as usual the web is international and so you must consider things beyond the borders of the USA too. It is always best to ask for permission from the trademark owners before buying the domain as it can easily be seized from you and many companies will also pursue you for their costs in terms of solicitor fees etc for having had to go through the seizure process. Any income to the site makes it commercial though it could remain a not for profit site even if it does have small income (though certainly in the UK you cannot declare yourself not for profit simply because your revenue is low) - your commercial interests in the site should be outlined when asking for permission.