In case you're confused about doing niche research:

It won't show you traffic, it will give you broad and not so broad subject's to think about. with some numbers next to them.

Say you go to 'shopping'
Right away you see that there are 374 classifieds, today 06-24-2010.

You click on classifieds, you see that automotive has to most ads (175), equestrian has 74, custom knives 57 (at this point you might say, custom knives? Is there a market for that?)  Knives is followed by watercraft (53) and my reaction to this is, what the... is watercraft.

Turns out, they mean boats.  And, bingo, I remember I used to use the word years ago.

But if you click on watercraft, you see they have a gazillion and 7 places to advertise that you're selling your boat.  If they have that many, there must be interest in boats.  So, what do people who buy boats need for their boats, and, is there a product for it that has an affiliate program.

You've also learnt that cars, automotive, has 3 times more listings.  So, presumably 3 times more interest.  So, let's go to automotive.

Bingo: there's a tab for classics, one for motorsports, one for recreational vehicles.  Bingo squared.  And do you know why?  Now I have 3 niches in the automotive industry.

Classics has 42 entries, recreational has 16, motorsports only 2.  

I'm looking at classics and what do I find? Subniche after subniche:

classic car parts (don't like it, my mechanics always have black gunk under their nails)
muscle cars

sports cars
rv's
antique
street rods
race cars
collector cars
exotic antique
british mortocars
car club links, whatever that is
parts locating guides - wow!
classic car clubs ... if they pay membership to a club, they must be spending money on this here hobby
luxury classic cars
photo ads for Corvettes... Some people have way too much time on their hands

Now, I'm not into cars, but the fact they have classic car clubs tells me I should investigate this, find a sub niche I can work with.  

So I Google: Corvette + Affiliate Program (I'm stuck on photo ads for Corvettes) and look what I find:

There's a National Corvette Owners Association and they have an affiliate program
There's Corvette Central Affiliate Program, manufacturer of corvette parts
There's Corvette Gear USA, they sell leather jackets, luggage, accessories.
There's an article by some dude who's already promoting Corvette Gear USA
The next step would be to pick who to affiliate with, research them, etc.  Pick one, sign up, start promoting.