Creating my own product, service and network. This way there full transparency so I'm able to see exactly what's going on in my business. I don't have to worry or wonder about all the shaving, scrubbing, shady merchants, shady affiliate networks, late payments, not getting paid or other shenanigans that I've seen and experienced in things like affiliate marketing.
I can do business on my own terms, cut out the middle-man, and the money comes straight to me. I believe that creating your own product or service beats affiliate marketing any day and I strongly suggest that you try it (whether big or small). At least you will have full control over your business and finances. I still do some affiliate/referral marketing every now & the, but only as an extra income source and I am very selective with whom I do business with.