How picky are they about your site when you sign up?
You need to have at least one clean looking site for them to look at.
as far as I understand, you need to mention every site you intend to use
Only if they have changed their TOS lately. I have a lot of sites where SAS code is used, that are not mentioned in my profile. If there was any static about it, I'd just say "I'm building a brand new site for this".
are they putting you through the same site approval procedure with every program?
No. But after you are in the network, the individual merchants have different approval criteria. Some are more picky than others.
How similar is this to CJ?
The services that SAS provides are similar to those provided by CJ (or any other network that I know of). The biggest difference is the number of merchants within the networks. SAS has far fewer.
That can be a huge plus too. If there are fewer merchants, then it follows that there are fewer affiliates promoting them.
Over all rating? SAS is good. I like their customer service far better than CJ. Their metrics are easier to wade thru. There haven't been any tracking problems with SAS merchants---can't say that about CJ merchants.