doubleclick.net and its brethren are all routed to 127.0.0.1 in my /etc/hosts.
http://www.mvps.org/winhelp2002/hosts.txt
The site is windows-oriented, but it works fine on my Macs and I'd imagine any *nix platforms as well.
EDIT: note that if you use this as-is, google ads will stop working for you, you may want to selectively comment-out any ad sites you actually find useful.