I agree with both of those principals, but I continue to run an ad filtering proxy on my home network.
I don't do this because ads annoy me (of course they do, but for the above reasons, it feels wrong). I do this because a few years ago, certain less technical members of my family received a nasty bit of malware/rootkit combo delivered -- as best I could discern -- via a song lyric look up site. Another laptop picked up malware around the same time, though its source was more difficult to discern. In addition, about this same time, Microsoft and Google's ad networks were found to have some Flash ads that were malicious.
After spending a few hours reloading laptops (with the offending individual being my first experiment with Ubuntu on a non-technical user's PC), I got fed up and installed a proxy.
My computers all have local firewalls and anti-virus, but I'm sure nobody's surprised that they were still infected.
I wonder, is the state of these ad networks improved at all? Are there advertisement blocking tools that just target ads that have the greatest probability of being exploits (flash, java, smaller ad networks)?