Most of our online services are paid for by advertising, so I don't want to block all ads. However, there are unscrupulous and even malicious ads out there that have to be blocked. Previously, we saw how to block ads on computers. Here are more options:
Block ad domains on your router
Advantages: works on all the devices on your network
Disadvantages: your router must support it. Might be a limit to the number of sites you can block. Doesn't work when you're mobile.
Block domains on OpenDNS
Signing up for a free OpenDNS account lets you blacklist certain domains/sites/addresses. You can set your router to use OpenDNS, or set it on individual devices.
Disadvantages: only works at home / doesn't work when you're mobile. I think there's also a limit to the number of sites you can block.
I just discovered an iOS app that can block addresses, anywhere on the device (so in all browsers, games etc.) called AdBlock by FutureMind. It's pretty clever, it sets up a dummy VPN that doesn't work, and redirects requests for blocked sites to that VPN. Sort of like redirecting to 127.0.0.1 in the hosts file.
Advantage: only method to block sites when mobile that I've seen so far
Disadvantage: I think this prevents you from using other VPN.