It depends on the stage of your company, your vertical, and finally, your budget.
All of the aforementioned networks have hundreds of thousands of affiliates, but finding those key affiliates who will help you move the needle is a challenge - regardless of the network. It's a long slow process, that can take months to cultivate.
CJ is the largest network, but also one of the more expensive options. Typical costs would run ~10k/year w/setup and monthly minimums. They cater to e-commerce sites doing at least 1mm+/year in sales. They offer full service management.
Linkshare is one of the larger networks, but is also relatively expensive. I'm not sure how their pricing model compares to CJ, but from clients I've talked to, it's comparable. Like CJ, they cater to sites doing 1mm+/year in sales. They offer full service management.
Shareasale is much less expensive - $650 setup fee, and $35/mo (I think) or 20% of affiliate commissions (whichever is greater). They cater to small to mid-sized online merchants (but work w/larger merchants, too). They don't offer full service management, but do offer services/products to get you in front of affiliates (e.g. targeted emails, etc.)
ClickBank is best for digital goods. Like Shareasale, it's mostly self service, but relatively inexpensive to start.
Moving from an agency to an internal team can be a good move if you have the internal resources to recruit, train, retain your affiliates.
Best of luck with your program transition!