The handy thing is that most Affiliate networks offer non-exclusive contracts, meaning you can sign up with various different ones and try them out simultaneously (always check the small print in the contract before signing up - if a network is asking for exclusive rights to advertising on your site, it's probably not worth it).
The downside to this is that it means spreading any income generated across different networks. All networks will have a minimum payment level, which you have to achieve before they send out a cheque or wire funds. So, all things being equal, you're better off with one really good network that offers various different advertisers.
Your goal in integrating affiliate marketing to your site, is always to get a good match between the product being advertised and your readership. That's not to say you can't be imaginative about it - don't limit yourself to tech ads for a tech site, for example. There's nothing to stop you from placing a lingerie ad that works for that market - it grabs the eye, and it's a market that isn't afraid to shop online etc.
One of the best ways to work out the advertising for your site is to ask yourself what type of ad would induce you, the publisher (though in the shoes of your readers), to click it. Then check out the major affiliate networks and see who is on their books.
In some cases its not easy to get access information like that, so keep an eye out online. If you see ads on other sites that you like, and would like to use on yours, try clicking them and then eagle eyed check out the tracking url that momentarily appears before reverting to the advertisers site. Do a search, and find the affiliate network. Check it's policies, and if everything is o.k, sign up.
Any succesful affiliate marketing program on your site will involve lots of trial and error, so jump in and find various networks and various ads, until you find something working for you.