AdWordsAdvisor responds to a member who asked in an AdWords ad can link directly to an email address instead of a web site.
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Well, the 'Editorial Review Team' answer is that your ad must link to a website. This is because AdWords is built around the idea that when a user clicks on an ad, they'll be taken to a site that is highly related to the ad.
Users expect this, and if they were taken to an email address instead it is a bit of an odd experience.
I think 'thewebboy' had some great advice, by the way!