Sites like the New York Times, which provide free content by selling ad space, use your browser's cookies to determine which ads to show you. But they do it in a dumb way. For instance, I recently bought something from L.L. Bean, so my interweb travel to their site is logged in my cookies. Now the New York Times is showing me tons of L.L. Bean ads. Unfortunately for them, I've already done all my Beans shopping for the season, and those ads are no longer useful.
When none of the websites in my cookies match the list of paid advertisers for a website, they'll give me a generic one. At Hybrid Cars, that's usually the Chevy Fuel Solutions website. I saw that so many times I got curious and clicked, and now they also display it on other sites. But now that I've seen it, I don't need to click through anymore.
If these sites changed on a daily basis, this would make sense. Come see what's new at this site you liked before! But my cookies get deleted after two weeks, and most of these websites aren't significantly changed in that time period.
Advertisers should be smarter about their algorithms. If my cookies show that I recently visited L.L. Bean, they should show me some of their competitor's ads. Maybe I didn't find what I wanted, and REI has it, maybe for less. If I just bought a book at Amazon, maybe I'd be interested in the deals at Barnes and Noble.