If I am looking for something, clicking on the banner takes me out of the site and away from the content I want. Several vendors such as Narrative and First Virtual Holdings have tried to correct this problem by placing the entire purchase information directly inside the banner, so you never leave the page you are viewing. These are somewhat intriguing, but these banners take even more bandwidth to load. Revenue from ad banners depends on users clicking on the banner, and the ad server recording this click in its logs. And a combination of using the BACK button in a browser and technologies such as caching and proxy servers confound these logs.
Banners have few sizes and standards.
Think of 6.3 second TV or radio commercials or odd sizes for print publications. Yet on the web we have everything from rectangles to squares to full-page ads. No two sites are alike it seems. This makes it harder for ad creators obviously, since they have to create different banners for different sites. Banners are only useful on pages where users actually visit.