It used to be fairly easy to get advertisers to pay for banner ads and/or other advertising references. Times have changed drastically.
Unless you have a very niche market site, it is very hard to recoup the $$ investment that you have to make for : hardware / software / bandwidth.
Depending upon where you are physically located and who you choose as a provider, bandwidth can be quite expensive.
For example: In NJ, a UU.net T1 (1.54mbps) connection (with local loop) costs an average of $1400-1600/month. Add a shadow T1 or shadow ISDN for redundency and the cost jumps to aprox $2200/month. Depending upon the bandwidth requirements of your site, a single T1 might not even be enough to support the traffic.
(add the cost of routers, firewall, servers and other hardware for your infrastructure and you've got a big nut to crack... )
AR15.com stays available to us due to the generosity of the Avila's who, I am quite certain, pay a SHITLOAD OF $$ to keep this site up!