There isn't much evidence that I know of. There is some analysis by economists of the potential for what sorts of economic benefits open data can generate, and this is by Professor Pollock, who is also one of the leading supporters of open data policy.
All I know from the U.K. is rather anecdotal. I know that a short study of data.gov.uk revealed that the primary users of the data sets--and a rather narrow field of data sets on data.gov.uk--were businesses, rather than individuals. Similarly, the spinoff sites.... And of course the spinoffs are extremely important; it isn't just the sites themselves, but the sites other people develop. Similarly, one of the spinoff sites, called spotlightonspend.org.uk, also does some rather interesting things with data about spending and allows you to look at it in various ways.
I've also been told by the people behind that site that the primary users of a rather limited number of the data sets are again overwhelmingly businesses. And they put it, at a guess, that above 90% of those using their site were businesses.