"We learned - and I wish I'd put this in the book - that saving a few advances makes you a bad-ass. You get to be flexible. Tlaloc making his sword an Ammenite-slayer saved his bacon." - Clinton R. Nixon, Love and death on the Poison Coast

During play, if you have an advance, when you can you spend it? Could you spend it right before making an ability check, or even in the middle of BDTP?

You can spend them whenever you like, though, especially in the middle of BDTP. That's essential to the system - you should be doing crazy stuff like buying off Keys in order to advance in the middle of a fight. (Clinton Nixon)