I prefer Amazon due to the simple fact that people who click on your affiliate links often go on shopping sprees and you earn commissions on everything people purchase, even if it's totally unrelated to your niche. Because of this I've earned commissions from some of the most random things you can imagine.
Adsense is where I get the bulk of my online earnings but I'm trying to move away from it since the Big G has a bad habit of suddenly banning people's accounts with no warning. That stuff really spooks me.