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Common sense would suggest that the best format is going to depend on your content and on how readers use your pages. For example:
1) If your pages have very little content or consist mostly of photos, a leaderboard or banner might work best. Why? Because visitors aren't likely to stick around long on any given page, and they might not notice a skyscraper.
2) If your pages are rich in text, a skyscraper might work best because visitors are likely to delve into your content before they're ready to leave the page. Also, if you have an information site, readers may have a greater inclination to click after they've been learned about the topic at hand. (For example, if you're running a digital-camera review site, a reader is more likely to click on an ad for the Widgetco FX-1000 Digital Camera after he's read a positive review.)