Now in the past they will either try to sell you something or get you to fill in a CPA offer. Now 2012 has hit the IM/Internet Marketing industry hard mainly because people aren't spending money as much as they used to. Like I mentioned in another comment, basically the whole CPA industry is going belly up and will continue to do so in 2013.
So how do these guys make money? Well I know the biggest craze is to make toolbars that actually control your Facebook/Twitter/Email accounts. I've already seen one made for chrome and the guy had put a whosamungus tracking code in there that had over 10k people online at the time I checked it.
The toolbar was capable of sending mass private messages, posting on your wall and inviting all your friends to events on Facebook. And the problem is, it's pretty tough for Facebook to block this since it looks legitimate as the actions are directly coming from the browser and not a shady 3rd party site.
Another tactic which is more common is to replace websites advertising code with their own. This means replacing Adsense ID's or completely changing the banner code all together. This is what Kim Dotcom will be doing when he launches his new Mega site this week.
They also alter Google results so they can either promote their own sites or sell traffic to advertisers for profit.
So to think they are 'only' tracking your IP/Mac address, think again...