Techcrunch (http://www.techcrunch.com/2009/07/24/are-bing-users-are-twice-as-likely-to-click-on-an-ad-than-google-users/) is running a story that shows some pretty significant differences in the clicking habits of users of Yahoo, Google, and Bing. It shows that users who arrive at websites via Bing are 55% more likely to click on an ad than if they arrived from Google. This data is based on the Chitika network's study from June 2009.
Wow! Who would have thought that people who would switch to a search engine based on an aggressive marketing campaign would be more susceptible to advertising? This is ground breaking. However, even with Bing's higher click-thru rate, the Google still gets your ad about 13 times as many impressions. Though, not knowing the pricing structures both companies use for ads, I could not tell you the proper return on advertising for both services. If you can quickly gather a user base of easily influenced people, there is nothing stopping the next competitor from doing the same thing and taking those same easily influenced people over to their new product. I doubt Bing's lead will last for long, maybe ask.com should start up the TV advertisements again, and maybe they can get those Bing users.