we have another project, adsuck (
https://opensource.conformal.com/wiki/adsuck ), that blocks ads via DNS proxying. it can be setup to proxy DNS requests for a single host, e.g. a laptop, or on a network perimeter, e.g. a firewall, and it works by using blacklists to map DNS requests for 'bad' sites to return a NXDOMAIN. this way the ad images and their associated js are never downloaded or executed. see
http://rlwpx.free.fr/WPFF/hosts.htm for more info about the blacklists.
you're right to point out that there is not yet a way to separate 1st and 3rd party scripts, but the cookies are handled by the xxxterm.conf setting
cookie_policy = no3rdparty
there is no handling for surrogate scripts atm. i can say that i personally don't bother with sites that require advertisements for viewing but i can understand the desire to do so.
feel free to post feature requests or bugs at https://opensource.conformal.com/flyspray/index.php?project=... .