I almost never bother with sites' internal searches, as google's "site:" feature almost invariably works better, so I wouldn't be inclined to use DDG's site-search bang-lines myself. YMMV, I guess it depends on how good the site in question's internal search functionality is.
Heh, I always use Google instead of most site's internal search engines. Have you ever tried using MSDN search before? Even with the advanced filter options, the results are awful, awful, awful compared to what Google pulls up.
Using Google:
If I want to find a movie, I type site:imdb.com Avengers
If I want to find a recipe, I type site:allrecipes.com pizza
If I want to play music right now I type site:grooveshark.com AC-DC Thunderstruck