It's debatable. Linking out to bad neighbourhoods is a known no-no and Matt Cutts and the Adwords team have pointed out Clickbank as an example of scammy affiliate shite on multiple occasions.
Regardless of whether Clickbank is 'bad' or not, a Clickbank link would clearly be an affiliate link and there has been much speculation as to whether too many affiliate links are bad for your SEO.
In any case, it's always a good idea to obfuscate your affiliate links somehow, both to hide the fact that they're affiliate links and to trap link juice inside your own site. You could write the links with obfuscated javascript, use Brad's CPA redirector etc.