With a little bit of forethought most web sites and commerce sites can integrate more closely with their ads to ensure a better user experience. Here's an example from snorgtees.com in which they integrated with their ad properly.
The Pledge
Ok first here's the ad; notice the t-shirt the(attractive) model is wearing in the image.
If you were to click on this ad chances are you're decently nerdy like me; and have a good sense of humor if I may say so. Good job you!
The Turn
Ok, so what's the payoff now that we've clicked on the ad. Notice in the image to the right how this t-shirt has been featured and is prominently displayed in the first product position. They've coupled the ad-experience to the landing page very well here; while also giving you other choices in case you don't want to buy that particular t-shirt. Bravo snorgtees! Not only does this optimize conversions for snorgtees it gives the user the impression they are where they belong. It also helps them buy-into the online shopping experience.
The Prestige
Alright now how is the experience accomplished? The implementation is quite simple. First they create a custom url for their Google Adwords account. Second the landing page here looks for a special argument in the url called "sn_prod". You can see in the image below how they've used this feature of their landing pages in combination with their Adwords link to ensure the advertised image corresponds to the page you are sent to. In the end the product "zombies-robots-and-aliens-venn-diagram" is searched for in their product database and forced to be the first result on the page. A very simple and elegant solution to what often is a difficult exercise to get right.