When crafting your PPC ad copy, you should be incorporating your keywords into your text. Why? Because Google will highlight in bold the keywords in your ad that match the user's search query. For example, if your ad text is:

Blue Widgets
Great Prices on Blue Widgets
Free Blue Widget with Every Order
www.BlueWidgets.com

and the user searched for "blue widgets", then your ad will be displayed to the user like this:

Blue Widgets
Great Prices on Blue Widgets
Free Blue Widget with Every Order
www.BlueWidgets.com

As you can see, the bold text really makes the ad stand out! For this reason, including your keywords in your ad copy can drastically increase your CTR.

Google has some of the world's top geniuses on staff, but I dare say that their usability department at AdWords is under performing. Along with my other recent suggestions for improving the AdWords MCC interface, I'd like to point out that Google could really improve the usability of the interface with another simple modification: when creating a text ad, the Ad Group keywords should be visible on the same page! This simple change would encourage better quality ads, since advertisers would have their Ad Group keywords right in front of them, making it much easier to incorporate them into the ad copy. As it is, I have to keep two tabs open in Firefox to create good ad copy: one for the Create Text Ad page and another showing my Ad Group keywords.

I understand that when you're looking really closely at something it can be hard to see the obvious, so I'll continue to point out these little usability tweaks to Google AdWords support, because in addition to being really smart folks they're also pretty good at listening to suggestions.