First off, what platform?
The technical side:
On my PC, I run firefox and
uBlock. I used to use AdBlock Plus, but their business model turned was to get a huge installed base, and then shake down advertisers to let their ads through. Brilliant from a capitalist standpoint, but not really something I wanted to be a part of. I also use
NoScript. Between these 3, I have a pretty much annoyance-free surfing experience.
On my Android phone, I run the
AdBlock Plus app (because that's the best one available right now). It requires your phone be rooted; it installs itself as a proxy and blocks ads at the connection, so you don't see most in-app ads as well. I also use FireFox for Android along with the adblock extension.