I am an affiliate manager for Scratch2cash.com and i maintain a close relationship with my affiliates. :hattip:
I make sure they know that they can get any help they need but i also contact them regularly to see how things are going i.e. the campaigns we are working on together or banner updates.
I often congratulate my affilates for their hard work with extra incentives or promotions. I recently gave away 2 tickets to the Euro 2008 soccer finals with Flights and hotel. He was very happy as you can imagine.
i keep in contact with them which ever they find easiest. MSN, Email, Phone, Facebook, Aim…and more 
I also try to meet with them as much as possible at shows or personal meetings.