"Free" means not having to pay anything.  And if you are not talking about the lotto then what site are you talking about?

Most of these faucets, etc., yes, do rely on ad revenue to be able to pay out some small amount of BTC to visitors. 

They are all checked out before being added to the list. If any makes one pay anything, or jump through all kinds of hoops,
before being allowed a payout then they are not added to the list, or removed from the list if they change the way they work
after being added to the list. 

What good is it if one only gets very very small amounts?
https://bitcointalk.org/index.php?topic=74046.msg1088930#msg1088930