This question usually does not usually get asked of me until a site owner starts to review and wonder what could help their site(s) get more customers. You have no doubt seen these badges on sites - indicating that they are approved or passed certain standards of trust - or that they are safe and free from virus problems. While some are free and make some sense - actual surveys and results of those using them on smaller sites vary quite a bit and the general opinion is they may not be worth the trouble - especially if they are several hundred dollars or more a year to have. If you have a shopping cart application where you can measure how many start to buy something and then abandon the cart, you may be able to better see some possible results but again people often abandon a cart for all sorts of reasons -and surveys are currently showing that trust issues are less a reason than you might suspect.
I dislike re-inventing the wheel so rather than go further into this today, I refer you to a good article on the subject written by Bob Rankin, a well known ecommerce and computing writer whom I have read for many years and continue to follow today. In his site for small business "RankinFile.com" he writes about the trust badge issue. While you are there, you might consider signing up for his newsletter for that site, or his well known "Ask Bob" newsletters - both usually a good source of helpful information.