Add the webpart to the masterpage  in SharePoint
designer. If the desired area  is outside of a defined
webpart zone, then your marquee  webPart must derive
from
Microsoft.SharePoint.WebPartPages.WebParts.WebParts
not System.Web.UI.WebControls.WebPart

So does that need to be changed on the masterpage, or in the web  part
classes..in the dll's?
Where?

webpart class must derive from
Microsoft.SharePoint.WebPartPages.WebParts.WebPart

I think we have Harry totally confused by now. Let me see if I can
summarize.

1) To make the Banner webpart most visible you would add  it to the
Master Page, probably using SharePoint Designer since that is the
easiest.

2) The web  part must inherit from
Microsoft.SharePoint.WebPartPages.Webparts.WebPart if you want to put it
directly on the master page, and not in a web part  zone.

3) If you modify the master page  using SharePoint Designer it only
changes the Master page for that one site. (You can use it across a
whole site  collection if the Publishing Infrastructure Feature is
turned on for the site collection and Publishing Feature for the top
level site.)

4) Once the master page is modified you can download it from the
site master page gallery and upload it into any other site where you
wish to use the same master page.

Regarding #3, is this how commercial webparts are normally built? How does
one check that the web  part inherits from
Microsoft.Sharepoint.WebPartPages.WebParts.WebPart before buying it?

I'm not the same Paul, but you can use .Net Reflector.

www.aisto.com/.../Download.aspx?File=Reflector

This looks like a useful tool.

You have to ask the vendor...................

What do you mean by everyone's page? What is the scope? The answer to
your question is different...

Everyone sees the marquee  only on the home page  of a only one site:
-Use a Content Editor web  Part with some JavaScript
-Edit that single page in SPD to add  the marquee

Everyone sees the marquee on every content page based upon a given
Master Page of a only one site:
-Create a custom Master Page in a Module Feature and set the MasterUrl
property for the Web to use the custom Master Page
-Edit the Mater Page using SPD from the Master Page Gallery for the site
(realize that you will sever that site  from the standard branding for
the farm)

Everyone sees the marquee on every content page based upon a given
Template page on any site:
-Edit the Template page in the 12 Hive

Everyone sees the marquee on every content page based upon a given
Master Page of any site within a given Site Collection:
-Create a custom Master Page in a Module Feature and set the MasterUrl
property for the every Web in the current Site Collection to use the
custom Master Page
-If a publishing Site Collection, edit the Mater Page using SPD from the
Master Page Gallery on the root site (realize that you will sever all
sites in this Site Collection from the standard branding for the farm)
then use Site Settings to push the new Master Page down; you will need
to do this for both publishing pages in the Pages library (Site) as well
as all content pages outside of the Pages library (System)

There are even more options depending on the scope...