Hi Michel,
I attend our local .NET User Group in Nashville. There is obviously some funding and sponsorship from Microsoft, as well as other development companies with a local presence. INETA at
www.ineta.org is Microsoft's support mechanism for user groups, and it appears to be focused on .NET groups only. I don't know if our speakers get paid. I'm pretty sure local speakers are volunteers. Occasionally we'll get a big name here, and I'm sure their expenses would be covered (see Speaker's Bureau on the INETA site to see how that works). In addition, several times the speaker has been from Microsoft Consulting Services (MCS), which is in the same building as the meetings. They bring the best door prizes. At the last meeting I went to, they gave away a copy of Office XP Pro and Visual Studio .NET Enterprise Architect. Not too shabby.
We don't have a VFP user group here, so I can't compare. We do have an independent VB user group that converted to VB.NET. To see how it is doing, click here:
http://www.microworksinc.com/mtnug/