What I do:
Go to Google, search for your keywords, and look at who's ranked really high for the keywords you're interested in. Look at their ads, both for the layout (use of capitals, punctuation, symbols, etc) and the content. Do what you can to make yours like theirs.
The most useful thing, though, is to set up a test ad on some engine that tracks click through rate on a per-ad basis. Google and MSN both do this. Then write 20 vastly different ads, let 'em run for a week (even spending just a couple of dollars a day) and check which ones get the clicks.