If you are going to advertise your affiliate link anywhere it is the best thing you could ever do in your life of affiliate marketing is to use a redirect.
This is because you could easily get your affiliate link on thousands of sites and make some good sales and then you could get banned from the program for some odd reason, the affiliate program could finish, the conversions suddenly drop, change their referral tracking urls, etc. making hundreds of links that become worthless and would have wasted a lot of your time.
With using redirects all you will have to do is to change the affiliate link in the direct code on your site and it will update all over the web.
IMHO, redirects are absolutely indispensable, unless your target audience/consumer is the kind who would actually look at the status bar when hovering over a link before clicking (mostly techies).
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The world's going to hell in a handbasket, but I'm selling the wicker.
I have tested using redirects now and I have found that I get a "tiny" better response rate when I use them instead of using my reg. affiliate url. Might be something to consider.
It all depends on where you place your affiliate links.
I like to use redirect URLs for tracking traffic sources. It's a great to use tracking and could really help you learn where to advertise more and where to stop wasting time(money).
I've made my own custom php script that can allow me to track, sort and compare results.