We are using adsense plugin for our blog http://www.skill-guru.com/blog/ This plugin is not very good and I do not see much better options.
At the end of the blog, I want to display the ad . Should I go for my own programming or there are better options available ?
AdSense is well known to be terrible at generating revenue. Even StackOverflow barely made money with it; neither did blogging greats like CopyBlogger or ProBlogger.
Go with an ad network. The one we're using on this site is Influads -- check them out. It's a teeny company so the service is terrific and they're reasonable about rates.
I don't know about wordpress, but I've set-up Adsense for my Joomla site http://www.cleverandeasy.com/. Instead of using a plugin, I simply took the adsense code and copied it into an article. This article, I can insert wherever I want in another article to display an ad block.
Was a piece of cake, no plugin, no programming required.