As mentioned in this article Groupon has filed for an IPO and in its paperwork has disclosed some revenue figures. Their estimated revenue for 2010 is ~$870 million, but on that they made a loss of $413 million. In this article they talk a bit more about subscriber numbers etc.
If you want some light bed-time reading, then dive into Groupon's actual SEC filing here.
Edit: Wow - Groupon have made another SEC filing which provides more up-to-date data. The stats I find most incredible are:
- revenue increased from $3.3M in Q2 2009 to $878M in Q2 2011.
- subscriber base went from 152k in 2009 to 116M in 2011.
- merchants went from 212 in 2009 to ~78k in 2011.
- employees went from 37 in 2009 to 9625 in 2011. Wow. They are still loss-making though.
This kind of growth is incredible and IMO full of risk. To add that many employees that quickly they'd have to have an incredible management team to ensure that all the cogs were turning properly. Sorry I'm going off topic...
Back to where to get market research from: Compete.com and Alexa type stats are hopelessly inaccurate by several orders of magnitude, so take those numbers with a big pinch of salt.
I don't know of any Groupon-type companies that are already public - but if there were some, you would head straight to their annual report and/or quarterly earnings calls. If you do find a public company that you are interested in, look for their investor relations website or simply go to www.google.com/finance and start from there.
While investigating the competition and the market is an essential part of setting up your business, look especially hard at the assumptions behind your numbers. For example, if you see company X get 100,000 visits per month in its first 6 months don't assume you can do the same - rather, make sure that you have a clear idea as to how you will achieve that number with your website, with your resource and know-how.
Remember this space is now very crowded - but it sounds like you are doing your research before you pile in so good luck.