A recently conducted study (PDF) examined the links users followed on the search engine results page. They found that 42% of users clicked the top result, and 8% of users clicked the second result. This confirms previous studies that the number one result gets many more clicks than all other results.
In this study, the researchers did a second test, wherein they secretly swapped the order of the top two search hits. The original number two entry in the search engine's prioritization ended up on top, and the top entry was relegated to second place.
Although the search results were different, users still clicked on the top entry 34% of the time and on the second hit 12% of the time.