I like them both and use them both too. I've been spending quite a while looking at them both, working on a site of my own I hope to put up soon. But here's a couple things I recommend to consider (also thanks to all the help I've gotten here:). The ads you select depends on your site of course, but there's also other factors.
I find CJ's setup nicer too. It's quicker and easier to search for advertisers and their links. Linkshare gets hung up once in a while, especially late at night I've noticed. CJ also offers encryption code, and also hides the affiliate code in the link. In other words, a mouseover only shows the site's domain url at the bottom of the screen, instead of the link+code. That means it looks like a regular link, and not an aff link. Nice for text links.
However speaking of text links, I have to hand it to LinkShare for some great product links and text links. Their advertiser's databases are quite extensive. It seems they many not have as many advertisers (not sure), but they have some of the big branded advertisers like Dell, Walmart, etc.
The thing you have to watch for, which is something the lovely and brilliant Catalyst has written about, (and provided me with great help in the past!!!) is anti-virus and anti-cookie software blocking your ads from being viewable/workable. If you yourself have such software, try going 'shields up' then look at your site, and see how your ads appear. From my experience, it's moreso an issue with LinkShare as you can't even view their homepage unless you make sure to allow cookies and ads.
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