Dropshipping or Affiliate Stores?

I use amazon for some affiliates web stores but I am curious about dropshipping. The commission from Affiliate stores are horrible and I'm looking to make more per sale since I'm doing all the hard work of promoting the stores. My question is do you think affiliate store is better than dropshipping? I do know I am going to have to deal with returns and refunds but I would think that the customer would basically send it back to my supplier instead of me. I have no issues of dealing with customer support if this is going to be the majority of my income. I'm just curious if this is a good way to go. Anybody have any thoughts on the two?