Pop-ups: It's gotten to the point where I just ignore them. The pop-unders are the easiest; when I'm done online, I just close my browser, and all the windows (including the pop-unders) go away.
Those ads that appear in the same window as what you're trying to view (I think that's what KillarneyRose is describing - I forget the technical term - some web designer I am

) are the most annoying. A couple of weeks ago, when the American Idol finale was on, I tried to get TV Guide listings online, and they had a gigantic ad DIRECTLY OVER THE LISTINGS, so in order to view the listings you had to click through on the ad.

However, Netscape can't display that type of ad, so I just switched browsers.