I used to play with both MSN and Google toolbars in parallel for a while now, but even if I had the convenient search box in the toolbar, I still used to go to a web-based search (Google until half year ago, now MSN search). I don't know why - as if my brain had a hardwired prefference to go to the classical route for web-based search, even if it involved more typing, and waiting for the initial page to load.
But something interesting happened recently. I started to use more and more the convenient search in the toolbar. I am going now back to the web-based interface very rarely. Part of the reason is that MSN search works now flawlessly with MSDN content. (as opposed to the situation in the past)
I don't know why I became a convert - maybe I drank too much MSN Toolbar kool-aid? :-)