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No, because it may or may not be spyware.
I've noticed that some gaming sites I go to end up placing Alexa on my computer. Sometimes, when I do a spyware search, I see Alexa .dll's and information on my computer. As I've never said "yes" to them putting anything on my computer, I have to conclude that they're bastards for forcing it on me.
Bad business practices = why the hell would I want your product on my system, free or no?
I've never understood the need for a browser toolbar to a search engine. If you've got the browser open, why not use that to go to a search engine?