Here you go!
http://img35.imageshack.us/img35/2586/screenshot20090909at110.png

This promotion for a flight France-Iceland appeared just above an email confirming my booking of a France-UK train ticket (Eurostar). Contrary to the classic side ads, I did take a look at this discreet and smart ad.

I guess I won't skip those new ads any time soon, since they're directly inserted in my thread. I hope Gmail will never try to include banners here!

If I'm correct.
This are part of the webclips in the settings section. If so, you can uncheck the box next to "Show my web clips above the Inbox Clips include Google Sponsored Links,..."

No, it seems between two mails of the same conversation, not above all mails...

+1 @Luka
I deactivated Webclip long time ago.