Easily add posts into certain positions on WP_Query. Adverts example.

functions-hooks-adverts.php

<?php

add_action( 'pre_get_posts', 'kwpn_advert_positions_pre_get_posts', 20 );
function kwpn_advert_positions_pre_get_posts( WP_Query $query ) {
	
	// Only continue if the query chose to have adverts
	if ( ! is_array( $query->get( 'kwpn_insert_adverts' ) ) )
		return;
		
	// Get the chosen advert positions
	$advert_positions = $query->get( 'kwpn_insert_adverts' );
	$total_adverts = count( $advert_positions );
	
	// Get the adverts
	$advert_query = new WP_Query( array(
		'post_type'      => 'post',
		'posts_per_page' => $total_adverts,
		'paged'          => ( $query->get( 'paged' ) ? $query->get( 'paged' ) : 1 ),
		'meta_query'     => array(
			array(
				'key'   => '_kwpn_advert',
				'value' => 1
			)
		)
	) );
	
	// Determine how many adverts were found
	$found_adverts = $advert_query->post_count;
	
	// Get the posts_per_page, and minus how many found adverts
	$posts_per_page = $query->get( 'posts_per_page' );
	
	// No posts per page specified, get the default
	if ( empty( $posts_per_page ) )
		$posts_per_page = get_option( 'posts_per_page' );
	
	$query->set( 'posts_per_page', $posts_per_page - $found_adverts );
	
	// Remove the option to get adverts in the post list
	$query->set( 'meta_query', array(
		array(
			'key'     => '_kwpn_advert',
			'value'   => '',
			'compare' => 'NOT EXISTS'
		)
	) );
	
	// If something other than 0 were found, set the advert query
	if ( 0 !== $found_adverts )
		$query->set( 'kwpn_insert_advert_query', $advert_query );
}

add_filter( 'the_posts', 'kwpn_advert_positions_the_posts', 10, 2 );
function kwpn_advert_positions_the_posts( $posts, WP_Query $query ) {
	
	// Only continue if the query chose to have adverts
	if ( ! is_array( $query->get( 'kwpn_insert_adverts' ) ) )
		return $posts;
	
	// Get the chosen advert positions
	$advert_positions = $query->get( 'kwpn_insert_adverts' );
	
	// Get the advert query
	$advert_query = $query->get( 'kwpn_insert_advert_query' );
	
	// If no advert query is set, then there are no adverts, so just return all posts
	if ( empty( $advert_query ) )
		return $posts;
		
	// Get the advert queries posts
	$advert_posts = $advert_query->posts;
	
	// Go through each in array of advert positions
	foreach ( $advert_positions as $key => $advert_position ) {
		if ( isset( $advert_posts[$key] ) )
			array_splice( $posts, $advert_position, 0, array( $advert_posts[$key] ) );
	}
	
	return $posts;
}

add_action( 'pre_get_posts', 'kwpn_adverts_home_page' );
function kwpn_adverts_home_page( WP_Query $query ) {
	if ( $query->is_home() && $query->is_main_query() ) 
		$query->set( 'kwpn_insert_adverts', array( 1, 5 ) );
}