Former Gov. John B. Connally, who last month auctioned off the possessions of a lifetime to put a dent in his multimillion-dollar debt, is now urging Texans to save in a series of advertisements for University Savings Assn. Connally, 70, appears alone in the 30-second TV spot, in which he looks into the camera and speaks of the life he built with his wife: "Nellie and I worked hard all our lives to make sure our future would be financially secure. Well, the future is here and things haven't quite worked out like we'd planned. But that's all right, because there's no better place than Texas to start over and to save a little something--because you never know what the future might bring." A spokeswoman for Taylor, Brown & Barnhill, the advertising agency handling the $3-million television and newspaper campaign, declined to say how much Connally was paid for the ads.