Ad Sitelinks launched in Nov’09, has over 100,000 advertisers using the format to provide deeper access to their sites’ relevant content directly from ads on Google. “If you’re still on the fence about using Sitelinks, or haven’t looked into it yet, here’s even more reason to add them to your campaigns: “on average, campaigns that’ve used one-line Sitelinks have seen an increase in CTR of more than 10%, and those with two-line Sitelinks continue to see bump of more than 30%”,” explained Google.
Sitelinks offer a great way to give users a variety of paths to take based on their interests. For instance, if you search for “engagement rings”, Blue Nile gives you three different additional links that’ll help meet your needs. In either case, this ad directs you the appropriate way.
More Info: FAQ