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Have you ever "checked their site out," :) and if so, is it bad to click when you really know you aren't going to fall for it? I'm curious
On the other hand, I once clicked a dozen times on this obnoxious ad. It opened about three screens below the fold, and was for some martial arts game. I went to this page and started reading, and suddenly the speakers burst forth with, "HWA! HUAAAH! (FWSSSSH!) HAH! HUAAAH! (Shiiinnnng!)" or some such. It would do this over and over. I clicked on it, hoping fradulent clicks would help it go away (from the net) all the sooner.
I don't know if it helped or hurt, but I felt mine was not the greater ethical lapse in play here.