This is some 2005 data, courtesy http://www.marketingexperiments.com/improving-website-conversion/page-weight.html and http://www.emarketer.com/
|Page Load Time||Percent of Users
Continuing to Wait
What You Need To UNDERSTAND: You will lose nearly half your visitors if they have to wait longer than 15 seconds for a page to load. Only 5% of visitors will wait longer than 30 seconds.
In 2008, where most of the population is on broadband, I expect that visitors are less patient than ever.
Update: 2006 data, quoted from http://www.avactis.com/forums/index.php?showtopic=238 : “The research shows that four seconds is the maximum length of time an average online shopper will wait for a Web page to load before abandoning one retail site and moving on to another.”