Title most important, be clear and concise... tricking users into clicking will only cost you money, it will not convert as well as it could.

Make your ad stand out, how can you separate your ad from the competition, "free shipping," for example, is a good motivator.

Create urgency, limited offer, expires soon, order now, and using the exact phrase the searcher entered in your ad increases conversion.

Also, the landing page should be closely related and consistent, ad copy matches landing page copy for best conversions.

The legality of using trademarks in your ad copy depends on the trademark's owner and the network you're using. Some companies don't mind, others do. Usually the punishment is a slap on the wrist but use at your own risk.

Oh yeah, double-check that your links work!