We are using eSellerate and RegNow. Both offer (relatively) easy to use affiliate programs.

I wonder if there's a good reason, known scams for example, to reject any affiliate. I get affiliate requests from people with awful GeoCities "stores"... I can't find any reason to reject them, so I accept them by default. The only reason to reject affiliates that I can think of is to avoid harming your own sales (where you don't pay a comission) but it's not our case.

BTW, affiliates aren't working for us. We have 20-25 affiliates between both systems and not a single sale from them in a month. My conclussion is that we don't have good quality affiliates. How can "good" affiliates be attracted?

I think, to some extent, your choice of affiliates reflects on your business. Affiliates are not, after all, your customers, they are your partners. If a customer first finds your game on a site that is not a quality site, that is going to negatively impact their impression of your company, to some extent. You have to ask yourself if you really want to be associated with them, and how being associated with them will impact the image of your company.