Adding the nofollow tag to all affiliate links on your site is an absolute must.
Not only do you NOT want to be giving link juice to sites you want to outrank, Google is getting very link-drunk these days and is watching where you’re linking as well as what’s linking to you.
Edit: Plus you might want to block some bots from crawling your site via robots.txt – like some of the link reporting sites like ahrefs, majestic etc. A nice by-product of doing that is you deprive your competition from knowing your linking strategy…