While identity theft is a big concern these days, there's not a lot you can do here. These companies are required by law to have your SSN for taxation purposes. Unless you are really out to try some new merchants that have no history, you should be able to find enough to fill your needs within the networks, and the proven indies.

Running each prospective merchant through the BBB is a waste of time as far as I am concerned, since most complaints would be consumer related, rather than affiliate related.