Conventional wisdom is that in down economies, entertainment is counter-cyclical. In the console space, the sales of new games has come under pressure in the poor economy, but the sales of used games is way up as well as subscriptions to mail-based video game rental programs (see Nielsen report). Now Comscore has tallied up US visitors to online gaming sites and estimated that the audience size grew 22% when compared to the same month a year ago: May 2008: 71.6M; May 2009: 87.1M.
Yahoo Games ranked first with 19.4M users, a 22% market share. Check out the release for the full list and ranking.
P.S. I think that Comscore really should add the game play on social networking sites to this report.