Hi Graham,
An affiliated club is one that has 100% AWGB membership, an associated club doesn't have to have 100% AWGB membership. The other differences are in the level of financial support the AWGB can offer to the club.
If you join an affiliated club and you are already an AWGB member, you don't need to pay again for the AWGB membership and yes, you can join multiple clubs.
I think most clubs are happy for people just to turn up.