I've got a PC and I use the following:
Cookie Wall (lets you decide which cookies to keep, temporarily accept, or always delete)
http://www.analogx.com/contents/download/network/cookie.htmPOW! (lets you add specific "pop-unders" to a list that closes them and won't let them return)
http://www.analogx.com/contents/download/network/pow.htmAdShield (blocks ads by allowing you to selectively add specific language, in the URL, to a list - I don't recommend importing pre-made lists - that permanently blocks those especially annoying grey boxes)
http://www.adshield.org/Connection Keeper (keeps you from getting disconnected when you're writing posts & emails - I recommend replacing some of the included sites with ones you know, like Answerpool)
http://www.gammadyne.com/conkeep.htmPop-Up Stopper (use this judiciously; it can prevent you from linking to sites you find at Answerpool that require a new window to pop up - I only use it when I go to ad-heavy sites. The free version is at the bottom of the page)
http://www.panicware.com/popupstopper.htmlI only have to load POW! and Connection Keeper manually, the others are/can be automatic. I load them every time I log on to the internet (except for Pop-Up Stopper which I only load when I go to sites with loads of ad pop-ups) only takes a few seconds. They are all free, free, free!
One more very useful tool that you use separately:
AdAware (this cleans out every scrap of spyware that manages to find its way onto your PC - outstanding!)
http://www.lavasoftusa.com/Let me know if you have any ?'s/problems if you decide to try any of them. I've been using them for awhile & have them figured out.