I've been using WebWasher for years. It's a proxy server that has all kinds of HTML editing features, URL blacklists, cookie filters, image filters, and more. I've got it configured with a long list of sites along the lines of "ads.nytimes.com", and my web surfing experience is sublimely quiet and faster than normal. On the odd web page that's screwed up by WebWasher, you can click on the icon in the tray and it disables itself. This is mainly an issue for sites whose home page wants to run some fancy JavaScript then pop up the main window for you.