A client recently asked me how they could get their site to show up like this in search results (that’s not my client, just an example I found):
The answer is disappointingly vague. From Google’s help system:
The links shown below some sites in our search results, called Sitelinks, are meant to help users navigate your site. Our systems analyze the link structure of your site to find shortcuts that will save users time and allow them to quickly find the information they’re looking for.
We only show Sitelinks for results when we think they’ll be useful to the user. If the structure of your site doesn’t allow our algorithms to find good Sitelinks, or we don’t think that the Sitelinks for your site are relevant for the user’s query, we won’t show them.
At the moment, Sitelinks are completely automated. We’re always working to improve our Sitelinks algorithms, and we may incorporate webmaster input in the future.
I also found this discussion about Sitelinks. It indicates that they have nothing to do with your site’s popularity or traffic.
If it were more important, I’d go do an exhaustive analysis of sites with Sitelinks in the search results, and figure out what makes them tick. I believe the Sitelinks only show up when you search for the domain itself (here’s an alternative example for the screenshot above, without Sitelinks), so those searchers are very, very likely to click the first result, Sitelinks or not.