They are not a problem for me, as long as they're clearly banners.
That said - I have noticed that I have higher than average click-through on banners with "thumbs", with no corresponding increase in sales. So, while we assume they're "obviously" advertisements, I'm not sure most surfers are that smart.
I've started weaning myself away from banners-as-links, trying to use them as graphical elements instead, and using text to get the click.
But...I can't say that's necessarily working out so well, so far, so feel free to ignore me.
