Yes, this is extremely important. In my experience with the forum, the more integrated we could make the ads appear with our content and site design, the better the clicks and $$ we made.

We had a few custom modules designed that would make AdSense appear similar to our member's posts. Another important piece of advice; make sure to test ALL the color combinations for the text and layout of your AdSense modules. We found that certain color combos did far better than others.