I recently came across Criteo, an Index backed London based start-up and really like it.

They effectively help you to recapture lost users/customers. They cookie the user and then harass tempt them with relevant ads about your site shortly after they’ve left. Needless to say anything that helps conversion on a site is valuable and something like this that gives you a second go at the customer is incredibly valuable. You pay on a CPC basis and they can help you be clever about what ads to put in front of the customers. An excellent idea and a tool I wish I’d known about earlier!