Hi Hans,
There are a lot of factors that can determine the success of PPC advertising for individual advertisers. Google is a great starting place for most advertisers because of the volume. It's where we go to test new material because we'll be able to collect a solid data set in a shorter amount of time.
That being said, Yahoo & MSN have less traffic and also tend to have less competition. You may find that you'll get a better return on the dollar in those engines, even if the total volume is less. If you were in an extremely competitive industry, Yahoo & MSN might be better alternatives to Google. However, I wouldn't recommend choosing only one platform for your PPC. Advertising on all 3 engines will give you a greater reach and allow you to hit a variety of audiences. It can get time consuming depending on the amount of products you advertise and how much you spend. If you're looking to expand, I would start slowly, moving your top performers to Yahoo & MSN. Try to dedicate at least an hour a week to those engines on top of the time you spend in Google.
Regarding Solid Cactus PPC management, we go through several phases in order to properly optimize your account. Initially, it takes a few days to thoroughly review your web site & research keywords/write ads. After that, we collect data and make adjustments for several weeks, then review and make further changes. Set up time and the initial phases can vary a little depending on the size of your store, of course. Our goal is to be prompt, but also to take enough time to do a thorough analysis & set up.