Voice-controlled intelligent personal assistants, such as Cortana, Google Now, Siri and Alexa, are increasingly becoming a part of users' daily lives, especially on mobile devices. They introduce a significant change in information access, not only by introducing voice control and touch gestures but also by enabling dialogues where the context is preserved. This raises the need for evaluation of their effectiveness in assisting users with their tasks. However, in order to understand which type of user interactions reflect different degrees of user satisfaction we need explicit judgements. In this paper, we describe a user study that was designed to measure user satisfaction over a range of typical scenarios of use: controlling a device, web search, and structured search dialogue. Using this data, we study how user satisfaction varied with different usage scenarios and what signals can be used for modeling satisfaction in the different scenarios. We find that the notion of satisfaction varies across different scenarios, and show that, in some scenarios (e.g. making a phone call), task completion is very important while for others (e.g. planning a night out), the amount of effort spent is key. We also study how the nature and complexity of the task at hand affects user satisfaction, and find that preserving the conversation context is essential and that overall task-level satisfaction cannot be reduced to query-level satisfaction alone. Finally, we shed light on the relative effectiveness and usefulness of voice-controlled intelligent agents, explaining their increasing popularity and uptake relative to the traditional query-response interaction.