My experience is almost two years old, but I discovered that as soon as I found a somewhat gaming-related site to advertise on, a big online Poker site would come in and outbid my ads by a significant amount. The same one, every time. It seemed like they were using me to do their research, so I just gave up.
I did get what seemed to be a fair number of clicks for the (original) price on gaming-related sites while it lasted, though. On the other hand, web comic and Etsy sites didn't result in many clicks at all.