if you have the wordpress with widgets and try to add the code without using the widget it won't appear on some pages, if that's what you mean.
I justed added my adsense code to my template using some php if commands to control which pages it appears on. I might be better to use plugins.
Yeah, all you have to do is put it in the appropriate template files (depending on which pages and posts you want them to appear on). You can also use conditional statements to restrict which pages/posts this way as well. Though the plugins do have the "ease fo use" benefit.