While the big three search engines send the most traffic to sites, don't neglect the smaller niche-oriented search engines when you're ready to start your own affiliate program.
Because they have special themes, niche-oriented search engined attract people that are already especially interested in your niche. Pay per click advertising can be cheaper on them as well, since they are not as big or popular. If your affiliate business is focused on a certain profession, for example, query your intended customers and ask which search engines they use. Monitor your site logs as well.