All talk of "voting with your wallet" doesn't work when there are literally no "smart" consumer sets that can compete on features and are without adverts.
If you really wish to have your smart TV connected to the internet - I've listed some of the adservers that you can block at : https://factory-reset.com/wiki/Smart_TV_Adverts - however this is also going to be a tiresome game, as manufacturers will just seek to find more creative ways to serve adverts.
The reality is though, if you want to avoid this behaviour - buy the set that has the screen that you want and only connect it to the internet if you wish to do a software update. Only software update if your set has a bug that the advertised firmware actually fixes, as newer updates tend to add more "features" - adverts, slower apps etc etc. Use something like and AppleTV or a Roku device connected via HDMI if you really need smart features - but be aware even the likes of Roku / Nvidia Shield / FireTV will at some point in the future also be serving you adverts.
I've also heard that some sets are trying to find open wifi networks - if you are really that worried, cut the traces on the wifi card inside the set and hope that manufacturers don't start to use ethernet over HDMI.