Google Blogoscoped has posted about link usability, and some of their eleven tips could mean the difference between someone clicking on your links, or ignoring them completely.
Here is one of the eleven tips in the post:
The first link should be the most important. As a rule of thumb – and there may be exceptions – the first link in a blog post or article will gain the most attention, and the highest click rates. So make sure it’s also the most relevant one for your article. If you are discussing new website XYZ, then make a link to XYZ the first link in your article – not necessarily within the first sentence, but just the first link – and put links to related material over subsequent words. This allows visitors to be guided best.
I have used this tactic many times to get people to click on affiliate links. Just put it before any other links in your post, and even before reading the whole post, people will click on them.