How effective is advertising?

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I'm talking about advertising with programs such as Adwords...Clicksor...Face book. I really don't think it is that affective , lets say your paying $0.10 per click through to your site. How many clicks do you think it will take before someone find your site interesting enough to sign up and be active? I know its going to really depend. Have you ever used these programs before , had any success with them? I dont have much to spend if i do use them.