I have both on my site, only because my site is geared towards the consumer. Amazon.com is the stand out for sure and I think it's because Amazon.com is more of a household name than Shopping.com Both are good, but Amazon.com is the stand out.
For me Shopping over Amazon because I am looking for a PPC set up. Shopping's ppc ranges from Travel $0.05 to Computers $0.77 - $1.10...
I don't know which is better, but I know I was pretty p*ssed off when I made only $1.10 off a $40 book with Amazon.