I just noticed this on the right-hand side of a question:
It looked sort of interesting to me but being new I wasn't sure if this was an ad or not, so I hovered my mouse over it.
It links to "http://math.meta.stackexchange.com/ads/ct/29672?url=http%3a%2f%2fdetexify.kirelabs.org%2fclassify.html&s=cf4200a393772983dd4e7db6662782a70cf15d891f188723ac8ad9769c529697"
So I said to myself "Oh it links to math.meta. This interesting thing on the right must be something from meta that's being promoted. Neat! Maybe there's some interesting discussion happening on meta that I'd like to participate in!"
So I clicked on it and was surprised to find myself at "http://detexify.kirelabs.org/classify.html"
"What?! Did someone hack StackExchange? How did this website steal my click?!"
Then I noticed that the link URL has "/ads" hidden in it. "Oh. That's strange."
When I scan a URL to quickly determine if I really want to click on it or not, 99.99% of the time it's sufficient to just look at the domain/subdomain part. That used to be 100% of the time until I found the above.
Ads should be served from "ads.math.meta.stackexchange.com" (or some similar subdomain) so that it's more obvious what the link is. Or even better, don't bounce through any subdomain of "stackexchange.com" so that it's most obvious.
Edit: I understand that the link is for an advertisement. My point is the URL is very easy to mistake for something that isn't an ad, and that needs to change.