I do. If I visit an anime fansub site or tracker, sometimes I click on the ads just to help the guys to pay their hosting or to say 'thanks for your effort', without actually wiring them some money from my own pocket.
http://www.duckworksmagazine.com/11/columns/guest/winter/ind...
and the subsequent discussion on HN:
Clicking on a Google ad and then leaving the target site is considered click fraud. If an account has too much of this activity, it gets suspended, immediately, forever, and the advertiser not only loses money that hasn't been paid out, but can also have cheques that were issued but not cashed already revoked. Many ad networks behave the same or similarly.
If you and a lot of users click on ads you're not actually interested in, you're scamming the advertiser on behalf of the site. The site you're on gains (maybe) ten cents while the advertiser loses (maybe) a dollar.
Send the site a dollar instead, they'll make a lot more and they stand to lose a lot less. Send them twenty bucks and put them in your ad blocker and they'll come out on top. Click their ads 'to give them money' and they could lose thousands of dollars.