A lot of them do pay out, but when they do it's peanut dust and very rarely worth your time.
None of the sites in the Free Bitcoin Sites thread
* pays out dust. The list is checked everyday and If any site has changed and is now paying dust it is quickly spotted and removed from the list.
*See my sig. or the newbie version is here:
https://bitcointalk.org/index.php?topic=90718