Several people on the interweb have devoted time to making HUGE lists of suffixes, web addresses and more of websites/ads to block on sites. The best part is it doesn't slow down your browsing experience at all.
You can grab some rules from here:
Link Removed due to 404 Error
(Last Updated SEPTEMBER 24TH, 2010).
To setup, simply extract the XML files from the ZIP archive, open IE and navigate to InPrivate Filtering from the Options menu. Click Import and navigate to where ever you extracted the XML to.
The only problem is that IE will not start with filtering enabled by default. After the import, you have to navigate to Filtering settings and select "Automatically Block", otherwise, nothing will be blocked automatically.**
To enable by default:
1. Launch Regedit.exe and navigate to:
HKEY_CURRENT_USER \ Software \ Microsoft \ Internet Explorer \ Safety \ PrivacIE
If the above branch or its parent does not exist, you need to create the keys manually.
2. Create a new DWORD value named StartMode
3. Double-click StartMode and set 1 as its data
If you’re using Internet Explorer 9 which is in Beta as of this writing, create a DWORD value named FilteringMode (instead of StartMode) and set 1 as the data.
4. Exit the Registry Editor.