Thanks to Steve, I've found out an excellent article on iMediaConnection about targeted advertising. It's an interview with Andy Jedynak, senior vice president and general manager at WeatherBug, who explains how the website is helping advertisers with a precise and effective targeting. Through users' registration and wit WeatherBug has developed a rich database which has been the base for building a frank relationship with consumers.
What we understand from this interview is that in the online world the "ask-listen-talk-listen" is a crucial circle to build a site's success, generating traffic and providing advertisers with satisfying results.