A study by iProspect / Jupiter Research found that 62 percent of search users click on a link within the first results' page, up from 60 percent in 2004 and 48 percent four years ago. Additionally, 90 percent of the searchers click on a link within the first three pages, up from 87 percent two years ago and 81 percent in 2002.
82 percent of the people that perform a search and don't find what they're looking for enter more words to better target their query, up from 68 percent in 2002.
From Search Engine Watch.