Ads are just the visible parts, so many web pages are bloated with so much invisible tracker/analytics javascript code etc. collecting data to be sold.
As a coder, I was actually shocked to realize just how bad it was when I tried Ghostery. Some pages load more than 10 scripts that are just trackers and analytics. Aside from the performance implications, the amount of data collected on your behalf, on each page, without any mention (implied consent, I spose), is pretty crazy.
Ghostery is great and I use it too, but I would also suggest NoScript if you use Firefox, it blocks a lot more.
And an ad blocker.
I do use an Ad Blocker as well, I just installed Ghostery to better understand what it did (had heard the name, wasn't familiar with the product).
Would it be nice if that stuff also became illegal in NJ?