I definitely agree. It all comes down to user intent: Either you can try to sell Facebook users on your product in the small ad space that they probably end up ignoring, or you can get them to your site first and convert them into customers once they are on your website.

Personally, I think the latter approach works better. Get lots of cheap clicks to your site, and work on conversion when they are there. It's too hard to create a convincing pitch for your product in the tiny real estate provided by Facebook's ads, when the users' attention is already distracted by a lot of other stuff going on.