It mostly depends on who your using, but not always.
A well written ad on Google that is very descriptive of what you have will pull in a good ROI.
Where the same ad on lets say 7Search will not give you little if any results.
I hate to bring this up as I'm sure your company has already completed the start up process.
The most important part is the ground work before you even start, which is price comparisons with other sites that sale the same products as you.
Then there is the demand of your product, is there enough consumers interested in your product?
If you get past the first two you get to the website design.
Is it easy to use, does it load fast enough, are the colors of the website reflective of your products.
Then finally is your shopping cart friendly, secure and easy to use or does it scare people off.
If all of the above are all cool then I would look at who you are advertising with.
Here are our most recent experiences.
Google is good but has to be watched.
Yahoo has had some really poor results
7Search a total waste of time
Shopping.com good if your prices are low.
Have not tried Ask, but seem to get great results with the traffic that we receive from them.