A Pi-Hole is good to have in every household. Takes minutes to set up and makes sure that queries to unwanted domains end up in the land of /dev/null
(I'm almost astonished that advertising networks haven't switched to using raw IP addresses everywhere.)
The firewall has the same DNS block-lists as the Pi-Hole, but also has subscription lists of IPs to avoid. Most of those are spammers or malware, but can include whatever other category of malfeasance you desire.