Twp types of sites really:
Shopping
With a shopping site, you need to offer more than just shopping. Allow customers to compare prices or see what's available at more than one store. If you do that, you are provinding a shopping SERVICE, and this is what will keep people coming back. This is what I'm doing with decent success at Webdango and DealsOnComforters.
Content
You build a content drive site with imbeded links. Liek if you're hoddy is fishing, you build a siote about fishing with articles/reviews of fishing reels, lures and other equipment. In the aarticles and reviews you write, you provide links to specific products and merchants where they can buy those products. SFeader is my site for content: I provide book reviews and (hopefully) people will click through to buy the book.
Two most important things:
1. What product or class of products (or services) do you want to sell? If I sell 50 $6.99 paperback at 10% I just made $35. Ug. If I sell 50 comforters at 69.99 I just made $350. Better. And it's just as easy to sell a 69.99 comforter to someone looking for a comforter as it is to sell a 6.99 book to someone looking for a book. Research what you want to try to sell, check keywords, how saturated the market is, what some of your competitors look like. And remeber: It doesn't matter if there are 800,000 sites for selling the same thing you are trying to sell if you're in front of them onthe search engine.
2. Search Engine Optimization. Don't cheat! Study
SEO Best Practices and build your site that way. Limited javascript, no flash, anchor text, <h1> tags, title. Build it as best you can the first time, because it's a pain in the ass to go back over 170 pages after you've already built them. I know this from experience!
Goodl luck!