Chris Sherman at Search Engine Watch wrote an excellent article named Search Engine Results Continuing to Diverge which basically reports on a study that says;
The study looked at search results from more than 12,500 random queries on Ask Jeeves, Google, MSN search and Yahoo, and found that the overlap in first page results for these four engines was a scant 1.1% on average for a given query, suggesting that each of the four major search engines has a unique voice that's not duplicated by the other services.
Dogpile is extremely smart about this and has created a fabulous tool named Dogpile Search Comparison Tool in order to convince you to switch to them, since they aggregate the best of Google, Yahoo, MSN and Ask Jeeves.
A Cre8asite Forums thread discusses this article and tool. Kim Krause says that some of us are stuck in "the Google habit" and it will cause "the searcher" to limit "their search." Bill Slawski says that "I like the comparison tool, but I'm skeptical about the study." I tend to agree with Bill and Kim.