Frederick Marckini founder of iProspect.com addressed this question briefly this week at SES Toronto. A large group of people had recently been surveyed to find an answer. The exact number surveyed, I forgot to take note of. But I do remember that it was a good sampling that provided a good guide for future decision making relating to where to spend your online marketing dollars.
The research showed that 72% of users choose to click on the organic or natural search results while 28 % of users would in fact click on paid search results if they were relevant.
Now, while the numbers seem to drastically favour organic results I do not believe your marketing budget should necessarily reflect that as well. An additional stat that would be of use in conjunction with this is what the intent is of these users who click? Are they buyers or simply researchers? I believe that a greater percentage of the 28% who click on PPC ads have the intent to buy.