I frequently remind my clients that marketing their business online has many advantages over more traditional methods. One of the key differences is the ability to gather near instant statistics. When done properly, the effectiveness of each piece of marketing can be measured in detail.
This can really help make sure budget is being used in the most appropriate way.This is true for both off-site advertising and for changes which are made on-site, too.
Organisations and individuals who are really focussed on growing the audience of their website will always keep a close eye on their statistics. When making any change to their site - from design and content changes to the introduction of different advertisers - they will be watching to see how their visitors react.
As consumers of websites, this gives you - the audience - significant power. If one of your favourite sites makes a change you don't like, simply don't go back there for a week or two. If everybody does the same, the downturn will be reflected in the site owner's statistics and (assuming they're on the ball) the problems will soon be rectified.
I'm a big fan of 'voting with my feet' in the real world - if I don't like a product or service, I try not to use it (it just seems like common sense to me).
The immediacy of the feedback loop when you do the same online means that it can be very much more effective. Ultimately, this is not only better for the consumer, but also for businesses who are trying to improve their product.