Hi Hoccleve
As a general rule I get more clicks to the sponsor from my index pages, but most of the sales come from my main pages.
Like Greenie said, the clicks from the indexes can often be just on impulse or from catchy graphics/text. Generally the surfer is not "primed" for a sale that soon which is why I make more sales from the main page.
Every page of your site should have a very specific purpose and barring the odd sales, its the whole package/presentation that ultimately determines how ready the surfer is to go waddling off to the sponsor site.
I hope this helps!