Polipo (the bundled proxy) supports blocking, both internally (by domain or regexp) and by calling an external redirector such as adzapper. I use this with firefox and opera.
Posted Dec 23, 2008 4:38 UTC (Tue) by i3839 (guest, #31386)
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I use a combination of /etc/hosts and dnsmasq to redirect ad sites to 127.0.0.1. When I see a new ad is look up where it comes from and add the hostname to the list.