I switched and it was one of the best decisions that I've ever made for my web site! Here is what I did:
- I started with an shtml based web site and UBB Classic, a site that was using about 15 GBs of bandwidth a month.
- I migrated the board from Classic to Threads and bandwidth utilazation fell to 13 GBs a month.
- I moved all of my articles and all but two pages over to Threads posts (in read only forums). Bandwidth fell to around 10 GB a month.
- Last but not least I enabled zlib compression in Threads (my web server supports it) and bandwidth use fell to below 3 GB a month!
It took me about 6 weeks to convert my site over (I have a lot of articles) and the number of users I had didn't change significantly over that period, but the amount of bandwidth I'm using sure did!

Zlib compression has also made my site faster to access since all the data from the server to the client is compressed.