Just about every site online is a shopping site. The only reason to publish most content is to get people to show up and then buy something. Some sites provide valuable information before or with the ads. Some sites promise big savings if you use their coupon links. There are even sites set up to redirect people elsewhere when they stumble upon the well-named domain. I'll try to give you a little advice on using these shopping sites.
Information or Infotainment Sites
Your local online newspaper is a shopping site, as is Youtube. Some of the links on these sites may relate to what you are reading or watching, but a lot of the ads are just general. If you click on the links, someone gets money for that click. They get more money if you buy something. If you want to support the people who create the content you like, then click on the links, but you won't save money.
Product Review Sites
Whenever I buy a product, I search for reviews. I'll use Amazon for customer reviews, and I'll search many sites for professional reviews. I still use CNet for electronics, but they don't always have all the products I'm interested in, so I'll search around. There are even some sites that create a rating based on simply analyzing data in other reviews. Bottom line is that you can save money by choosing the right product, and if a review helps you decide, then go ahead and click on the link they give so that you can pay them for the service.
This site falls into the information and product review categories. We appreciate you at least clicking some of the links once in a while, but we understand if you decide to save some real money and read on.
Coupon Code Sites
If you type in a store name and the terms "coupon code" or "promo code," you'll get all kinds of sites that mainly post codes they get from the companies to drive customers. All the links on these sites are affiliate ads, and when you click on the ad and buy the product, the site you came from gets maybe 5% of the commission. You get to use the coupon code and save a few bucks.
Lowest Price Sites
If you have a specific product you want, a site like PriceGrabber will give you a list of the lowest prices at many retailers. You can also use this technique in conjunction with the coupon code if it's not included in the low price listed, but they try to find these for you, as well. However, these sites mainly deal with the same online retailers, so they will miss awesome deals once in a while.
Credit Card Rewards Shopping
Some financial gurus will tell you to throw out your credit card. If you can't limit your spending, by all means get rid of the card. However, if you can control yourself and want that credit score, then you might consider the cash back and shopping sites offered through the card companies. We use Discover, but the other cards have similar programs: click on their ad link and get an extra cash back bonus. You can't combine deals or pay with gift cards, but their percentages are decent, though you do have to take it as a cash back bonus and not just cash.
You can get addicted to the deal forums. I use FatWallet a lot, but SlickDeals will sometimes have the same stuff on their site even sooner. Deal forums are addictive. When I was shopping for our television, I was on the site three times a day, sometimes refreshing it to see the new posts. When an incredible deal comes through, sometimes it's even a mistake, and you have to move quick. People writing on the deal forums are often masters at combining deals, so if you're a novice, read some of the posts to get an idea how it's done. I started using the deal forums years ago when I heard about all the free stuff you could get. I spent a year or so signing up for every free sample, most of which were fairly lame, and now my junk mail box is full of more junk from the experience, so do those deals with an extra email account you set up. If you join the forum sites, you can get special cash back deals like the credit card companies do, so you might want to do that, too, even if i haven't.
If you want to feel a little better about spending your money online but don't care about spending hours hunting down the best deal, you should at least use a charity website. There are a few out there, and you can ask at church or school if they have one set up for you. My friend and I run Innovative School Funding and Parish Funding with our shopping sites listed under our Educabana page. Some charity sites list who gave how much through their shopping, so look for those if you like that sort of thing.