This is a question that many AFOLs have asked over the years, one reason being to have an idea of how important we are as a whole to LEGO, and thus how influential we are in shaping their product lines.
Now, thanks to the 2010 issue of The Brick, the annual LEGO magazine aimed at stakeholders and customers, we have an answer. On page 60, it states "...a little under 5% of the LEGO sales come from adults who buy bricks for themselves" which to me seems like a very sigificant percentage. If we take 5% of the year 2009 LEGO income of 11,600 million Kroner (from the back page of The Brick), that works out at around 500 million Kroner which is US $92 million or £60 million! That's a lot of money that we collectively spend on our hobby!