I use a combination of ZoneAlarm Pro, the Google toolbar, and the HOSTS file trick. ZoneAlarm knocks down most everything, and controls cookies pretty well too.
The Google toolbar has blocked a few things in the week or so that I've used it.
The HOSTS file trick is a great back up. It won't stop a pop-up window, but no content is downloaded. This is also true for banners and other ads that appear in your browser's window.
The HOSTS File Trick
On a windows machine a HOSTS file is located in
{system root}\system32\drivers\etc\hosts
Windows will look for an IP address for a requested site before checking the internet. This is instantaneous to the user, and is basically no longer used due to today's networking technology. By putting false entries into this file you can make webpages requesting info from ad sites look for the site they need on your computer.
A false entry looks like this.
127.0.0.1
www.doubleclick.net
The web page will look for an ad to download on the local host PC (your PC -- 127.0.0.1). Since the ad info isn't on your machine nothing is downloaded.
The HOSTS file can be opened and edited with Notepad or any other text editor, but it does not have a file extension (like .txt).
Several websites provide and maintain HOSTS file entries that you can use. Just copy the entries into your HOSTS file and begins working immediately. Try these
Click Here for Links