I also hate when clicking in "empty" space takes me to an advertiser's site.
Oh my god, yes! I am a compulsive margin-clicker. I ostensibly do this to make sure that the browser page has focus, but really it's really just a tick. I love TheOnion.com, but they kill me with their ads-in-the-margins.
What I typically do is fire up Chrome developer tools, and DESTROY the offending node. I find this therapeutic. :)
There was a blow-up-the-page book market posted to HNa while back... you might find some pleasure in tthat if someone can dig it up.