Find your niche markets, research keywords in your market and build a web site packed with content. Then you drive traffic to your website. Once you have one of these websites working and pulling in profits, you can go to another niche market and duplicate your success. Make these sites theme websites, so that you can promote more than one affiliate program from one place.
Well i think you are new to affiliate so i would like to suggest you that you can start affiliate through your blog.
I think HBL has given the most apt answer... I would just add to it that choose such a niche that has less competition but is still gets some searches on the search engine, that would help you with more conversion.
You should have a website with alot of content about that particular affiliate program. Write reviews on your blog and you need to write articles and submit them to article directories so you can get traffic to your site. If you do have the money try ppc it is a quicker way to get traffic to your affiliate site.