Do you think it is better to advertise my blog and then advertise products on my blog, or is it better to advertise the products directly on the advertising sites?
Thanks
This all depends on many different things. I assume that you are talking about affiliate items so that's what I am basing my answer on.
Over the years I have always found it better to advertise your blog or website over the products themselves. Things like having a review on an affiliate product or service and then advertising the review article will usually get more people to want to see it over just clicking/looking at a product advertisement itself.
This also helps to get more people to come to your site which can help boost its rankings as more and more people spend time on your site and look around at other things.
Advertising your site also helps in cases where someone comes to your site to learn more about something, then decides they are not interested in that thing. They might see some other post or page that has something else that they are interested in and what would have been a lost sale is now a conversion.
Some of the advertising sites don't like certain types of product advertisements so that's something to consider as well.
I always prefer to advertise the blog or site itself and that would be my recommendation.