Visual integration can work two ways. On the one hand, you need to make sure that the ads gel well with the design of the site, and don't break the layout. On the other hand, you don't want the ads to blend too well, because then readers can get caught out by what part of the page is content and what part is advert. And if they are struggling with that, it's going to impact on their experience of your site. If they click on something that they think is part of your site navigation, and it turns out to be an advert, they're going to be annoyed and won't trust your site as much in the future.
Another thing that I've seen too often is when an advert is inserted in the middle of an article or comment block, taking up the full width and making it look like that's the end of the article/comments if you can't see anything more between the advert and the fold.