I like to concentrate my efforts on the services that will deliver the most clicks (AdWords & Overture, er, Yahoo Search Marketing)
I agree and I think that is the best approach.
I will say that I am adventurous and will test new services. But, the time to test new services is after a great deal of experience has been gained working with Google and Yahoo. This way there is a long track record and benchmarks for comparing the ROI of a new service.
Did they contact you out of the blue? Was it a form letter or did someone contact you personally.