I agree with Marco - I think the pendulum regarding security and privacy has swung too far, and it's entirely ethical to block such code from running on your system.
I think a form of ads that are entirely reasonable (though hard to scale), are the ones that Gruber sticks himself into his DF feed. and, ironically, they are extraordinarily effective - I can probably name, by heart, about 20 of his sponsors. And I've visited, and purchased products from many of them.