I thought it was originally hosted on dagobah... Which I don't THINK has ads. But I have adblocker but it doesn't look like there is even room on the site for ads.
Well technically it is but ROMs are illegal too and we don't mind that. I really do wish Pixel actually got money from Cave Story though, without Nicalis. If Steam Greenlight existed back then, it would make a ton of money selling at five or ten dollars.
@funwillfunwill I think what made Cave Story a phenomenon when it first came out was the fact that it was just from a guy who made a game and hosted it on his own website and how it was such a labor of love it didn't have to cost anything. I think if Steam Greenlight existed back then and was just another game people voted up it wouldn't have had the same impact as a guy just posting the game on his website one day. No trailers, gameplay photos, etc. it became popular by word of mouth. It was a game everyone didn't even know they wanted!