Hello Dan,
I may be able to help you to a degree....As for using link exchanges would be a great way to getting more people to your site. It is free for one thing and having a links page will give your customer's options of view to someone elses site and vice versa. It is a win/win situation and it will not clutter your pages at all. You may have a seperate page for your links. If you are interested in links you may try
www.linkalizer.com.
As far as affiliate programs such as google adsense, cj, and linkshare is a great addition to your site. Even though you may or may not be driving your customers away, you are giving them other options if they do not find what they are looking for right now on your site. I wouldn't necessary call it driving away customers, more or less helping them and they helping you. With affiliate programs depending on pay per click, pay per lead, and/or pay per sale, when you have a customer visit your site and you have an affiliate banner and/or text link will add additional revenue for you depending on the affiliates pay program. As with affiliate programs is another win/win situation.
You do not need to have another domain name to do this. You may post it on your site where you see fit....One important information....When applying with affiliate programs, you want to sign up with affiliates who particularly sells the same thing you do or generally in the similar field. For example....if you are selling electronics, then you don't want to apply with affiliates that sells clothes. I hope that makes sense and I hope I was of some help.