Yes, I don't think that it is umcommon for concierges to get "commissions" for delivering clients to tours, restaurants, theaters, etc. However, the Wall Street Journal had an interesting article recently that describes how many hotel chains have taken this one step further. They have outsourced the concierge function and the employer of the concierge generates its revenue (from which it pays the concierge's salary) from the "commissions" it receives from the concierges recommendations.
I have the Zagat's paid service (and the books as I actually give feedback). I don't know what is in the free service, but I find that when you read the reviews (and probably read between the lines a little bit), you can discriminate pretty well between the interesting restaurants and the run-of-the-mill places. I am more skeptical of concierge's recommendations than I am of Zagat's.