Seth points out that it’s "a shame" when sites neglect to offer a search function for a variety of reasons that he doesn’t enumerate. Allowing visitors to find what they want immediately comes to mind.
Interestingly enough, Seth has buried his own search option "down at the bottom of the main page". Down at the bottom is where you put things that you don’t need people to see unless they’re highly motivated to dig deep.
Up near the top of all pages is where you put search if you want people to actually find and use the search option.