Adver-Games 

Computer & Video Games are big business. In fact, some recent reports have said that the video gaming industry is now larger than the movie industry.
Plain & simple... people like to play games and are willing to pay for it.

One idea that is used by one of the online travel sites, Orbits, has been to include games in their popup ads... especially on their ESPN.com ads. They have a flash version of Dunk-the-Dummy, Miniature Golf, Homerun Derby, or Longest Drive games.

This works because they combine the natural sporting tendency of their audience with uniquely designed ads for plane tickets, hotels and rental cars.

In one case they have a 3-hole mini-golf course, with one hole shaped like a plane, the next whole shaped like a hotel and the last hole shaped like a car.

While very interesting, I did not find it relevant until I received this tip from Sandra Jackson regarding "Advergames".

She claims that having an online golfing game, has"
"brought over 25,00 players a day to my site".

Not sure if that was 2,500 or 25,000...
but it's a good number of visitors in either case.

The key here is the site that had the Golfing game also sold Golfing related products... so the people coming to play golf online were good prospects for the products the site sold.

Also, the longer a visitors stayed on the site playing golf the more products the site was to able advertise. More exposures translates into a higher likely hood that the site will display a product the visitor may be interested in ...and the longer a visitor stays on a site, the more likely it is they will come back to the site in the future.

Not all businesses can easily combine a game that is related to the topic of their site, but you can adapt traditional games such as hang-man to use words relating to your subject.