I've noticed some web sites neglect adding an "active" state on certain buttons or links; the visual effect when the button is pressed, usually making the button look like it's being pushed in physically (usually via the CSS
:active selector). As an example you can try to click the "ask question" button on the top right of this site; it grows darker as you hover, but upon click there is no visual effect.
jQuery UI's Button Widget is a good demo of buttons with an active state (though their active state doesn't particularly give the impression they're "pressed").
I'm wondering now, is the active state just a visual flair to improve experience or does it aid affordance of button-like controls?