I completely agree with you, its quite handy to put your eggs in as many baskets as possible.
It's best to use a combination of different systems to maximise your earning potential: contextual (adsense) ads, banners, inline text links, affiliates. Not only is your eCPM likely to be higher, but it's also less risky - if one of the programs goes belly-up or you get banned for some reason you can still earn from the others.