I don't agree, that clickbank has low conversion rates to be honest. It all comes down to the products you promote. For example, I have one product which has low traffic, but has 25% conversion rate (no kidding). With clickbank you have far less option with what you can promote, but the income can be higher than with amazon. Also, for someone who is new to the game, it may be tough to make money with CB, because most of the keywords are fairly competetive, even ones with the least amount of searches. You will definitely need at least few bucks to start here.
Amazon on the other hand, converts so ridiculously easy, that even my grandma could make money there. You have far more niches to select from and there are people doing shittons of money with it. There are so many low search terms, where you can rank without almost any off site SEO at all.
It's up to you. I personally started with CB, but I had some money to invest in.