I generally put google ads in the layout.master file of the skin so they appear on every page. With a narrow layout it can go at the bottom or top of every page, with a wider layout it can go on the sides. It depends on the design of the skin, I have it on the bottom here:
Putting them in the skin is the easiest way, but its also possible to put ads on specific pages using an html content feature instance and then hiding the title.
Hope it helps,