Before the internet marketing research community organizes a posse to come and burn down my home, let me clarify my position. Putting up a web site can tell you the first easily. But it doesn't tell you the second.
Good research is relatively expensive.
Changing copy on a web site is realtively cheap. I know because we do it all the time. The difference between good research and excellent research is that the research is focused on the needs of the client so that they only have to pay for the information that they require to make the decisions ahead of them. Change is something to be desired. This does not eliminate the need for research.