Neat-O
Even with my limited experience in the ad world I have been able to reduce AdWords cost per customer acquisition from over $70 to under $5.

Longwinded
I feel I could write a ton of tips on ad writing, but that would just read like an ad...

One ad problem that frequently is a complete bust is that people fail to offer a consistant message throughout the sales process.

The ad copy shoud match the consumer intent.
When the consumer clicks through to the page it should be obvious that they are in the right spot. The page copy needs to match what that ad promissed.

Customer benifits like Free shipping may improve your click through rate, but an order processing fee of $1.99 may allienate your users at the shopping cart. Consistancy builds trust. It allows you to lock in customers and increase profits down the road. The web is all about building a reputation and delivering on your promises.

Shorthand
An effective ad campaign is consistant from begining to end.