The most important question for Affiliate Store!

Ok I am new to this, but I have set up a few affiliate stores, learning how to use wordpress in the process.

I will be starting a thread to document my journey, and updating it so that you can follow along and learn.

I was planning to use paid advertising to drive traffic (for the most part) but I have encountered a very important decision.

Should I have internal pages for my products? Or, should I just link all directly to amazon?

Personally I like to link direct, but I feel it may hinder my advertising, as I will not be able to advertise for specific products?

Does anyone have any experience with this? Can you offer any advice?

Thanks

Some say link direct, what you have to remember is not to make too many steps for the visitor, the quicker you get them to amazon the better. amazon will do all the work from there