Cost of Acquisition Study

This table was published in 2005. It therefore could be misleading, but it does serve some purpose in seeing the comparison. Art.com compiled their ROI stats and here is what they found (in 2005)

It's interesting to see that affiliates were the most profitable. However the table doesn't show if the Affiliates actually stuck around and if they didn't bear the brunt of the costs and made any money or not. Would be interesting to find out.
It's never a surprise that an endorsed promotion through affiliates actually make more return. To apply this in business to busines lead generation, your best option is to form a joint-venture with a related company.