Great point. Is this where landing pages come in? I've also been thinking about this with regards to Twitter lists.

Yes, the landing pages come into play specifically when advertising (such as with banner ads, or search ad words, etc.). I would guess it could work with Twitter lists. I admit, I haven't fully mastered the use of lists just yet. But plan on learning more about it. To get the most out of your ad dollars, it's always best to segment to different landing pages or simply create what some would call a conversion path (all from one landing page). ION Interactive http://www.ioninteractive.com/ is a company that specializes in that. They have landing page software that creates "conversion paths" that segments customers and take them down different funnels. Apparently, this works really well and they're pretty successful with it.