I raced BMX for about 14 years and was pretty handy (twice National Champ, ranked 4th in Europe) and in that time learnt the value (and non value) of sponsorship very well. I also ran the UK Volvo/Cannondale team for three years and assisted sponsorship with althletes such as Simon Lessing and Steve Redgrave.
First thing I'd like to point out is obvious but misunderstood; good sponsorship works well and bad sponsorship is a waste of time and money. It would probably surprise you that giving a trade deal to a local 'influencer' can be a lot more valuable than stocking a brand that has a massive team on the World Cup circuit.
Next thing, you say that you're not sure about XC/DH/road? Well I would say that in this country I probably wouldn't bother with anything there, apart from the aforementioned trade deal to the local 'influencer'. However globally, road sponsorship is probably the area of the market where sponsorship results work best. Would you know about Mapeis or Saecos real world products if it wasn't for their sponsorship of European road teams? So, big companies get multinational exposure on the telly and specifically into targeted markets; young sporty types that are about to retile their bathrooms while sipping espresso coffee.
Now have Lances two Tour wins made Trek a very desirable road brand? I think so, but how does a dealer realise a commercial return on Treks investment? "Well sir, a Trek bicycle has won the infamous Tour de France for the last two years which means they are one of the finest performing bikes on the market and very reliable. Is sir looking for a bike with high performance and reliability?" Punters not going to say no is he. For me this is the biggest crime, why dealers still don't capitalize on these fantastic opportunities, come to think of it the manufacturers are as much to blame. Some dealers and manufacturers do do a fine job of it but the majority don't.
As for David Ginola and Eddy Irvine, they wouldn't help you a bit. Yes thay are massively influential characters,but purchasing a bike has to make sense for that individual and is far removed from a spur of the moment action like getting a Beckham haircut. Megastars make you lean towards a brand of shoe or aftershave, not affect lifestyle habits such as taking up a whole new sport that you have no interest in besides the athletes endorsement.
However, brand association comes into play. If Eddy gets on the telly riding brand X for example, even though it's not goint to make the average punter run out and buy a bike, when something real persuades them to buy a bike (wife wants to get fit together or he wants to go out with the kids) then he might remember that Eddy rode brand X and he'll search it out because he thinks if it's good enough for Eddy, it's good enough for him. Not good sponsorship, I know I turned down sponsoring Eddy when I worked for Cannondale, cheeky bugger can afford one if he wants it. And Chris Eubank. Imagine him riding around Brighton in his lord of the manner Lycra, yuk!
My advice if you are a brand; don't sponsor a trials rider because everyone else is doing it, it might not be right for your brand. Genuinely guage a commercial return on your marketing exploits and if you need help give me a call.
Shops; indentify key influencers in the local cycling community and offer them some support. It might be just some free commodity parts and trade deals on a bike, do whatever you think reasonabable for these riders to rave about you to the local community. Don't expect your suppliers to foot the bill for sponsoring a local rider, he's your investment for your benefit.
Riders; Sponsorship isn't all it's cracked up to be and shouldn't be your holy grail. yes, it makes you stand out from the crowd and feel special but it's not the end of the world if you can't get support. Sponsorship isn't a right that you deserve, but if you do get support, value it, develop it and don't ever be arrogant with it.