I've been searching in the forums, but a lot of posts are very old - so I'm unsure if there is updated information or new ways of approaching this. I'm wondering if we have an Affiliate's Best Practices for creating their links?

In particular, I'm looking to make sure I've setup my sites for the best success with my affiliate links. I don't want to start blaming my lack of sales on others, but I sure don't want to miss doing something that will help bring me success. Some of the things I'm looking for a solid opinion on are:

1.) Shortening / Prettying links: I personally use a wordpress plugin called Pretty Link and route through there - but basically to take the long url with affiliate ids ad make something nice to the end user like "www.mysite.com/advertisers/myafiliatemerchant.html" - etc. It seems the consensus is to still do this. Are there any studies or metrics that show the impact of this on sales and conversions?

2.) Should we as affiliates be worried when our link goes to the merchant page and all our affiliate id information is shown in the browser address bar? Does this affect potential conversions? Does it turn off the customer? Again, any studies or anything?

3.) Open in new window or not? This seems to be another area with lots of opinion. Are there any best practices, studies, etc.? Any data on affecting conversions?

4.) Are there any other key things to do / be aware of?