I think I've only ever seriously clicked on advertising twice, both were for free online games that seemed interesting. I've just gotten used to tuning them out so they're not effective on me, and I'm not helping to support the web services I use.
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I do but not very often. They would have to be exactly about something I've been looking for and shouldn't look suspicious.
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I do click on ads now and then, especially if I google something and an ad for it appears on the right hand side and nothing else looks good on the left hand side. The headers for the ads on the Mahalo pages are the wrong color. They need to be red or blue. Even better would be to make the letters look as if they have been designed.
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I click on ads occasionally.
Usually for things I need. I also click on those funny ads for t-shirt companies and look through their shirts.
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I always click on ads when I believe in what the ad says. I think it's good to click on ads, especially if you like the site or service, as you know that's what helps keep the site happy. I want people to make more money, so I try to click on ads, support products or services that are in the ads, because I know that all these ads add up. I try to click on ads once a day from services that I like, or that I'm passionate about. At least one or two ads a day. If I like the services or products offered in the ads, I click on them more often, then research the products or services. I always like to see what people or companies are advertising, then analyze what they are advertising. It's a nice experience to see different ads, different websites, and to just explore the web in general.
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Rarely, but I do nonetheless.
The times I click on ads are when they are relevant to the page (usually Google Adsense)
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Honestly, never. I'm completely suspicious of all of them, and as a result I unconsciously block them out. It's like they don't exist. I don't even notice them unless they're particularly annoying, and that's certainly not enticing me to click through. I know this is not what anyone wants to hear, but I'm sure I'm part of a small percentage.
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I have to tell you... I use the AdBlock Plus extension for Firefox and I rarely see ads. So, as a savvy web surfer, I hardly click on them at all.

On that note, I will TURN OFF AdBlock for certain sites that are primarily supported by advertising and that I frequently visit... one of those sites is Digg. I see the ads, but will only click on the ones I find are actually relevant or entertaining.

For example, I recall clicking on an Apple advertisement that took up two spaces on PC World's web site (yes, PC World) ... the ad was very creative: one video banner ad on top, and one video banner ad on the side. Both of them interacted with each other as the video progressed, and it was a delight to watch for 30 seconds. So, I clicked to support ads like that, which either entertain or inform and/or both.
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I have Adblock so I never even see the ads... that's the way I like it. :P

Though someone above mentioned clicking ads for free games... I used to do that. And actually, I would've missed out on a lot of friends had I not done that. My ex came across an ad for a free MMO, which he got hooked on. I could only stand the music for so long before I had to know what the heck was making all that noise, and I ended up more hooked on the game than he was. A year and a half later, he's long quit that game and I'm still there. Well, technically, I'm on break from it right now, but I know I'll be back on it as soon as the level cap raises. I'm still friends with a lot of people that I met through there, nearly all of my MSN friends list is them, a few of them have my phone number, and I have plans on meeting a few of them in person someday. So what can I say... I'm glad he clicked THAT ad!
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I rarely click on ads on purpose. If I am interested in something in particular I go directly to the vendor website or I make a google search and look for reviews on the particular product or service. At least once a day I click on a ad by mistake, especially on the Iphone
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