According to a recent article in TechCrunch - Bing Searchers are more likely to click on pay-per-click ads than searchers who are using Google or Yahoo. The study shows that people using the Bing search engine are actually almost twice as likely to click on a paid ad than are users of Google search.
Note: Not Paid Search Ads on Search Engine Results Pages
The study didn't evaluate paid search ads that appeared on search engine results pages. The study evaluated visitor behavior after they clicked on an organic search listing on a search engine results page and were delivered to a website. The study then measured whether or not they would click on an ad once they arrived on a third party website.
So in a nutshell, the study measured whether a user of Bing/Google/Yahoo was likely to click on content network ads once they were delivered to a site away from the search engine itself.
How Does this Help Me Market My Denver Small Business?
While this study didn't specifically measure paid search ads on search engine results pages, it is reasonable to expect there to be some correlation between clicking on a paid search ad on a third party site and clicking on an ad on a search engine results page. If true, it appears that Bing users are a bit more likely to click when it comes to paid search ads. You can probably expect to get better clickthrough rates for many campaigns with Microsoft AdCenter (using Bing as its search engine) than you would using Google AdWords (using Google as its search engine).
While the volume for Bing searches locally here in Denver is likely to be much smaller than Google searches, I would strongly recommend that Denver small business owners investigate AdCenter. You're probably going to get a lower cost per click on Bing than you are on Google. You're also likely to get a higher clickthrough rate with Microsoft AdCenter for the same keyword phrases that you're using in Google AdWords (all else being equal).
That said, Denver small businesses participating in local search advertising with the major search engines likely aren't dealing with huge volumes of clicks or site visitors. For that reason, I advise that you start with Google AdWords. AdWords will give you the most clicks and therefore solid data that you can use to optimize your advertising campaigns. As I advise most of my Denver clients - learn what you can from Google AdWords - then port the advertising campaigns to other ad platforms like Microsoft AdCenter.