Drugs that have a high affinity require lower doses to obtain the same therapeutic effect as a drug with a low affinity. This means affinity it inversely proportional to the dose required to obtain 50% receptor occupancy.
Drug affinity can be dangerous when it is very high, however. The NSAID rofecoxib (VIOXX), developed by MSD/Merck, was a Cox enzyme inhibitor. During market use it was found to bind incredibly strongly to its target receptor, eventually resulting in a patient dying.
Drug affinity is the fraction of a drug that binds to a given receptor.