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I've posted this in other forums too, but I've looked in the Yahoo PPC forums, MSN Ad forums, and Google Ad Word forums and everyone in each forum is saying not to waste your time or money. So, which one is the best?
Since I am an AdWords employee, you can probably predict which program I would say is best. ;)
So I will say nothing in that regard, at all - except that if you can afford to experiment, then I too would suggest all three at some point, once you have been successful with one. I would try to think of it as an investment in your site as a source of future income, rather than as an expense.
Another thing that I'd say is that, whichever program you choose, please expect to really work at it in order to be truly successful. I'd say that mediocre results are about the best you could hope for, with any of the three programs, if you do not invest a serious amount of time and energy in learning and active account management.
In any of the programs you could probably create an account and a campaign within it in a very short time - say 10 to 15 minutes for AdWords, for example.
I'd go so far as to say, though, it is virtually impossible to set up a successful campaign with that sort of investment in time, thought and energy.
Truth is, there is a learning curve - and only a certain amount of study and first hand experience will answer.
So, bottom line, if you feel that advertising Online is potentially valuable as a way to send targeted traffic to your site and earn new customers, then I'd jump in to one program or another, decide what you are will to spend as an experiment, commit to working hard at it, set things running, work diligently to optimize your results based on what you learn, and see how it works for you.
And if you really want to know which program I most stand behind, you need only ask. ;)
It's only silly if you have money to burn...
It doesn't take much money to figure out which PPC program delivers the best results.
While Google may deliver the most traffic, it's possible it may not deliver the most sales. Other PPC programs may deliver more traffic that converts, but you won't know which is best for your site until you test them.
You don't need that much money to test this theory, you just need to be able to accurately track the results.
Good luck, you'll need it.