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Without the right kind of closed loop tracking solution, it's really about 'finding your way in the dark' and 'gut instinct'. :)
That being said, I've seen in the past some comparison type sites bidding in competition with actual retailers / etailers in the SERP's on various pay per click engines, so I would do your homework as well and make sure they won't simply be bidding next to you in one of the first teir engines.