I've been marketing affiliate programs for quite a while now. I have had success with a few programs. But it is tricky finding the ones that sell well. You just have to go through a process of elimination, unfortunately.
Unless you're getting squillions of highly targeted hits, my advice would be to look for programs that have wide appeal and substantial payouts. Then you only have to make a few sales before you get your first payment. Needless to say, that's a great confidence booster.
Also, try to find programs related to niches that you have genuine enthusiasm for. You'll find it very hard to build sites or blog about stuff you're not really interested in.
It's also important that you believe in the quality of the product. Even if you make good money out of something, you'll start to feel dirty if you know that it's substandard, or even a scam.