Unfortunately, it's not really a missing link. :) First, it's not that easy to run the entire ad server stack for every advertiser. Many want their own DoubleClick tags in regardless of what setup you have, since they're running campaigns on multiple sites and want to track them in the same place. We call these third party ad tags and they cause no end of technical problems, but it's not going to change anytime soon.
Secondly, running your own ad server really just guarantees that your specific ads will end up blocked by the vast majority of people running ad blockers. There is an entire Easylist ruleset specifically for site hosted ads: https://hg.adblockplus.org/easylist/file/8811cd8afb56/easyli...
The only unblockable way of showing ads to people is by selling sponsored content. It's shady as hell, but many sites do it.
This is why we ran our little experiment to hide content for people using AdBlock Plus on Friday night. We wanted to see how many people noticed (a lot) and we wanted to know how quickly Easylist was updated (about 8 hours).