Because ads are a primary source of attacks (a good example is the malvertising attack on Yahoo), I do three things to help with that:
1: Run the browser in a VM or sandbox. Because this means more disk I/O, it is wise to buy a SSD. The Macbook Pro I bought last month is more than ideal for this.
2: AdBlock, a "click to play" extension (which requires you to click on something in order for it activate), and perhaps other items (an ad blocking hosts file).
3: I use SpywareBlaster, which is a utility that only installs "kill bits" into IE and other browsers to ensure that rogue sites cannot set cookies.
I have found that adblocking has done far more to keep my machines clean than any amount of antivirus software, the sole exception being Malwarebytes, as that blocks by IP address.
I know sites have revenue that they need, so when I can, if they have a subscription program, I pay for it. That way, they get what they need to run their site.
What really drove this point home was firing up a virtual machine, installing the OS, updating it to all patches, and getting it ready to go with everything but an ad blocker. From the time I started browsing the Web until the time some malware locked the machine up demanding $300 to decrypt files... was ten minutes. This was a virtual machine that was patched and up to date with everything, and it had an antivirus utility on it as well... but was completely and utterly compromised.
Needless to say, every device I have gets some form of ad blocking.