A DigitalPoint Forums thread shows that Microsoft is conducting some focus groups for the adCenter product this August. The thread creator notes that this is run by an independent agency that is "conducting a user interview session in my area (San Francisco) that is sponsored by Microsoft Adcenter in August."
Yahoo! has done this in the past and also sent out recent paid surveys, and I hear they may be doing focus groups during SES time (but not 100% sure).
Nice to see MSN Search doing the same.
Forum discussion at DigitalPoint Forums.
