For me, it depends on the ad I'm doing. If its a short one, I'll usually leave the name out (and mine too). If its a bit more conversational, I'll include names.
I've seen some people use both first and last name macros in subject line, and even just last name. Its very "in your face", but I always notice them. So from a perspective of drawing attention.
I think its worth taking care of what you put in your ads. While its probably true that most don't read their mails, especially in some sites where you can completely bypass the ad and go straight to the link (Unread emails tab), there are some that will open them. Anyone who has the ad text in front of them can get their "eye caught" by some word or phrase. Using bold or small changes in text color or font or highlight can help. and now I'm going off topic a bit, sorry :-)