Элемент равен одним из значений SQL Server

Put parentheses around the "OR"s:
SELECT ads.*, location.county 
FROM ads
LEFT JOIN location ON location.county = ads.county_id
WHERE ads.published = 1 
AND ads.type = 13
AND
(
    ads.county_id = 2
    OR ads.county_id = 5
    OR ads.county_id = 7
    OR ads.county_id = 9
)

Or even better, use IN:

SELECT ads.*, location.county 
FROM ads
LEFT JOIN location ON location.county = ads.county_id
WHERE ads.published = 1 
AND ads.type = 13
AND ads.county_id IN (2, 5, 7, 9)
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