While it is nice to see those main page statistics jump up, linking to your home page will require the viewer to navigate through a series of pages before they get to where you really want them to go. If you want to create leads, then point the banner directly to your forms. If you want to promote a new product, then point the ad to the product specs page or to a download page. If you're promoting content, then direct surfers directly to it. Surfers will appreciate the more direct approach and your main page statistics will increase as a by-product of your increased customer loyalty.
Good ideas are hard to come by.
What may seem clever to you, might be incomprehensible to everyone else. Also, it's hard to predict to what kind of ad a given market segment might react. One of the nice things about the Web is that it's easy to perform quick tests and make changes easily. Web-based advertising is still in its adolescence. When you consider the progress in sophistication that has occurred in broadcast television and direct mail models in the last 40 years, it's easier to gain perspective on the humble little banner ad.