If I were you, I would definitely start with creating your own infoproducts.

It just makes complete sense...

1) You can then have your OWN affiliates
2) You have your own pure list that knows you and your products
3) You can launch backend products and continuity programs
4) You can SELL your business as it's an asset that you've built up.
5) Producing and shipping infoproducts is easy and low cost. And it's easy to scale.

Some of these things do apply to affiliate marketing, but on a much smaller scale. Definitely create your own infoproducts, it's always worked for me.