The only ads I find annoying are the ones that pop up something over the page you want to see. But I have a solution to that, I never visit the page again.
Cutting off one's nose to spite one's face? As has already been mentioned: NoScript.
Auto-playing video ads aren't a problem as my audio is normally turned off
Noscript deals with these too, which are a problem even if you don't notice them - they are consuming bucketloads of bandwidth in the background.
It's all relative, I suppose. It's like the text -v- Word processor thing. A 2k plain text file instantly becomes about 10k of ODT, even when you consider that the latter is (I believe) data compressed.
What used to be 10k of HTML "back in the day" with another 10k or so of GIFs to brighten things up is now easily ten times that, even on fairly "restrained" web pages. As I write the big picture on ElReg's front page is over 220k. No idea about the ads, as most of them don't load...
I don't use ad blockers per-se, just NoScript. Seems to deal with the worst offenders, and the others aren't usually a problem.