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After further observation I noticed the shift was being caused by the scroll bar. For some reason there's a few seconds delay before the scroll bar, which is what causes the shift.
I don't get it. I checked another site using the same template theme I do and the sidebar shows up immediately while it renders.
What would cause such a delay? Is there a way I can nail down why it this is happening, maybe with the help of Firebug?
If this issue is a real problem for some reason, you might work to get the content area to load during the first http request. For instance, you might use CSS for source-ordering, so that the main content is at the top of the source code even though other elements end up displaying above it.
could you not put the advertising code (JS?) at the end of your HTML, it's recommended practice to put scripts at the end of source anyway, then as Ted says, use CSS to make it display where in the page you need it.
or make a container div for your ads.. give it the ad banner/boxes width and height or more. The div should render immediately and "place-hold" for, then contain, the ad code once the script finishes without needing to resize.