Jason Miller wrote a great article about just what you are asking ...
Here`s the link ..
It depends upon what I am searching for... if I am searching for a product then I look at the "onebox" in Google and the first page (other pages if the results on the first page do not fulfill my search needs).
If I`m searching for a solution (more complex - multi-worded search) then I`ll explore many pages.
Another interesting question would be what search engine is used. I primarily use Google, but do check other search engines from time to time.
PR - I disregard PR. It is not relevant nor a true indicator of anything since it is not a real time indicator.
I might click on an ad if it looks like a promissing solution, but for most searches I not not even look at ads.
For specific information, I have already bookmarked websites/forums that are resources for specific topics.. and I usually do not search for more information on general search engines.
If I`m looking to buy something, I will click mainly on first-page results, including the sponsored links.
If I`m looking for information, I will ignore the sponsored link but will scroll through several pages until I find the relevant info.