Intro and Exit
And now I change tracks for a moment. My speech and debate teacher, in highschool, was a jerk... but he was good at speech and debate. One of the lessons he taught was the way to effectively get an idea across is to first, tell them what you are going to say, then tell them what you came to tell them, and finally tell them what you just said.
A demo is kinda the same way. When it comes to a product with two nag screens, one on entry and one on exit, you want the two nag screens to be DIFFERENT.
The first nag screen should tell them what they are about to play and experience. The game will let them experienced, and the final nag screen should tell them A) what a good time they just had and B) What they were missing out on.
The final nag screen is a closer, but your FIRST nag screen shouldn't be the same message. Otherwise you have the equivolent of walking into a store and having the sales clerk say "So, this is the one you want" before you even tell him what you're looking for. Your opening nag screen should pitch them all the glory of the demo. The closing nag screen should pitch them all the glory of the final version.
This is just a rule of thumb for most products- it may not be true for every product. Nag screen contents should vary based on audience and complexity of your game.
And since my mother has informed me she is reading my blog as a second religion now- You could always just take her voice and record it as your intro or exit, there's no greater nag in the world than my ma.
I'll just stand here and wait for the phone to ring. A count to 10 should be enough ....