Amazon affiliate earns more than any affiliates.
Umm... I don't think so. Web hosting, travel and dating site/company affiliates earn more than any other affiliates in the world, with commissions ranging anywhere from a $100 to thousands of dollars per sale! I have personally come across a few programs but I didn't think I had it in me to promote the products offered.
Coming back to the topic, you can earn well if you build a focused site - a niche site. Find a niche that you are most interested in. Start by building a list of things that you like - for example: dogs, soccer, fashion, etc,
Then, dig deeper to find a more specific area - dalmatian dog training, soccer injuries, fashion during winters, etc.
Now, build a website around that niche. Niche marketers advise to get an EMD (exact match domain) for such purposes.
Find products on Amazon that relate to that niche. Promote those products on the site (ad banners, in-text, newsletters, etc) and hopefully, you should be making a few hundreds bucks in no time.
Alanmark pretty much covered how you can promote the website. There are a few other methods but you can learn about them once you have built a site.
P.S. A squeeze page is that little box that you see on various blogs/websites that ask for your Name and Email ID in return for a Free eBook. Online marketers use it to create a mailing list which, they can further use to promote products in newsletters.