Business that don't sell anything don't typically fare well.
How many of the ads on this site to you click on? Ad revenue alone can't support this site. Google can pull it off because they own the ad market.
Also, keep in mind that what you're complaining about is exactly what you're suggesting this site should focus on: Advertising. It just happens that in this case they're advertising their own product.
I agree with other posts that I have seen that you push the premium membership waaaay to hard. For instance, you let me select piece style and try to save before telling me it's for members only.
You should change your whole business model away from selling crap, it makes people mad; especially online.
Why not go to an Ad based system like google? There are lots of free chess sites, don't be the pushy car salesman site.