I don't think there's anything wrong with using sponsored links as long as you're honest about what you're talking about and say that you get a small amount from the link.
I know there are a few game sites which have affiliate programs.
You can review games and let people choose whether or not to click through to them. There are all kinds of ways to add value for people, maybe give tips or new ways to play the games, or a list of similar games.
People have to be able to make money somewhere. It gives them more incentive to write.
The problem is making them be honest about what their selling, but in that case all you can do is let your fingers do the talking.