I tried direct linking at first to the affiliate offers in clickbank because they have sales pages, with tons of traffic you will get sales and I have, but what I found is that when I send them to my site that just gives more information on the product without a hard sell and then sending them to the offer my success rate increased.
For CPA it all depends on the offer, but I still find sending the traffic to my site first giving a little bit more information increased my sales.
The entire trick is slowly convincing the buyer why they need the product or service. Put yourself in their shoes, how do you make a decision to purchase something. You read reviews, you do a little research and make a decision. Would you buy something from someone who is trying to hard sell you.