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I would ask you if you examine the target of your web site.
Do you use databases to classify your users?
Do you do a segmentation and communicate in different ways?
Do you do only a serch engine promotion through different key words?
[edited by: pageoneresults at 3:16 pm (utc) on Sep. 3, 2004]
[edit reason] Fixed topic title per members request. Welcome to WebmasterWorld Calogero! [/edit]
By generating traffic via search engines, you get fairly well targeted prospects. For the most part, the incremental cost associated with marginal enhancements to prospect segmenting isn't worth it.
Although, you can classify your customers by different groups and then find online advertising networks that will advertise to your target audience. As example, MSN has a 60% female audience so if you want to sell products for women, you might have better chances to get a decent ROI advertising with Overture rather than AdWords. If the other hand you are an accountant, take a look at Kanoodle, they feed MarketWatch, among others. ;)