One thing STW could look into would be to scrape links and replace with referral links – I don’t know if there’s a wordpress plugin that would do it, but it would be a good source of income with 2-3% available on most large cycling websites.
On Money Saving Expert they just put an asterisk after every affiliate link with a note at the bottom saying that it earns them a small amount of money. Visitors seem fine with this even though the man is a multi-millionaire!