We used David's option #3 (customize ad_header and ad_footer) in a site we're just finishing. Since we renamed the procs and added a parameter to the header, it required editing every user-visible file. Yow, was that a lot of work, and it's still not quite done.
In short - it works, but I don't recommend it. I knew that going in but as tedious as it is it's all we had time for. The client insisted he wanted the plain ACS look until very late in the project, then we had to jam something in when he changed his mind. I was glad he changed his mind, I think the ACS is *too* plain for a commercial site, but I wish he'd done it earlier!
