I think Gooner’s example must be a freak thing, uncommon. I have an Amazon store on a low traffic (150 a day or so) MMORPG website that I started not too long ago and it’s already generating some revenue. Perhaps a gambling store would have less success, I don’t know, but I kind of doubt it.
People click on your link and then they buy all sorts of crap. One guy bought a Gremlings 2 DVD, another bought a plastic pirate duck, some other guy bought 60$ worth of fantasy books etc, on top of what the website actually promotes (the game, game guide, stuff like that).
So it’s not as lucrative as signups, but it’s another way to monetize traffic.