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I use a custom block to remind anonymous users to register to get full benefit of my site. I show the block on every page for anonymous.
I also have a welcome message in a custom block with my site information, site policies, and again a chance to register. This block also is shown to anonymous users only.
For registered users, I have another custom block titled welcome back. I use this block to relay current site happenings, updates, special news, or problems that the users should know about. Just because my site is theirs just as much as it is mine.
But for ease of use, the custom block is the way to go here I think. Maybe someone else has a better idea.
HTH.