I couldn’t say better than Dom… It is too scary just relying on Search Engines, so gather emails from your website (newsletter signup) and build a community right from the beginning (forums, etc).
Try to find your niche’s hubs and analyze what other things your target market could like. Be part of their community, but NEVER spam them, NEVER try to sell them, just get to know them, communicate with them, know their needs, and be part of their community. And they will click through to your website from your signature/blog comment/etc because if you ADD something to their community, they will want to know you. It is time consuming, I know, but for a new affiliate with a new website it is the best way to build a community and “warm up” your future clients/visitors so when they arrive to your website and click through to a merchant they will have a “ready-to-buy” mind. 
Conversion done