Affiliate programs vary, some offer a percentage of the sale to the site, others have a flat rate depending on what is sold. It may be pennies, but those pennies can add up. But you pay the same price you would've paid without using the affiliate link, and you help support the site - two birds with one stone, compounding your giving. It is a win-win situation.
So, when you go online to make your purchases, start at a site you enjoy and use their links, especially the smaller sites that don't have a corporate parent to back them. Personally I tend to throw my referrals to sites like TiVo Blog or one of the many web comics I enjoy. So, while I do appreciate the support, I'm really hoping that you'll take the opportunity to support any site or blog by using their affiliate links. Hopefully year-round, but especially at this time of year when so many purchases will be made. Pick a site, or spread it around - you have an opportunity to help sites you enjoy, and best of all it doesn't cost you anything. Year round whenever I buy something online (which is quite often) I make an effort to use affiliate links from the sites I read regularly.
Happy Holidays, and thank you!