Block unwanted adverts and sites.

You can use tools such as “Ad-Block” and Opera users have a few enhancers for the built-in content-blocker.

To block everything in all your software is a pain, so it is easier to block at the network level.
The advantage is that 1 size fits all, and you can also block malware addresses and IP ranges.

With the help of a regularly updated (every month) “Hosts file“, you can do most of the work in 1 go.
Visit http://winhelp2002.mvps.org/hosts.htm for the monthly “MVPS Hosts” file.
There are different issues depending on your version of Windows, so make sure you read the info.
At the bottom of the page, they link some useful Host management tools to make things easy.
I have found “HostsMan” to be one of the best, and it has optional sources for HOSTS which can be combined automatically to fit your own needs.
http://www.abelhadigital.com/hostsman 

Disconnect.me mobile
https://disconnect.me/mobile/disconnect-malvertising 

For Android OS, you will need ROOT (Super User) access to use HOSTS blocking with “Adaway”
https://adaway.org  
https://f-droid.org/repository/browse/?fdid=org.adaway 

Adblock Plus tracks your activity but does not need ROOT access as it does not use the HOSTS file
http://adblockplus.org/android 
https://f-droid.org/repository/browse/?fdid=org.adblockplus.android 

Apple have finally allowed the use of content blockers, and apps will become available
https://developer.apple.com/library/prerelease/ios/releasenotes/General/WhatsNewInSafari/Articles/Safari_9.html#//apple_ref/doc/uid/TP40014305-CH9-SW9 
http://www.theregister.co.uk/2015/06/11/ios_9_adkiller_api_could_kill_adblock_dev_cries/ 

A useful site for reference and news is DNS-BH – Malware Domain Blocklist –  www.malwaredomains.com – [RSS]

HOSTS file locations
Win95/98/Me: C:\windows\hosts
WinXP: C:\windows\system32\drivers\etc\hosts
WinNT/2000/XPPro: C:\winnt\system32\drivers\etc\hosts
Win7/8/10: C:\windows\system32\drivers\etc\hosts
Mac OS X: /private/etc/hosts
Linux/Android: /etc/hosts
(The HOSTS file is usually Write-protected/read-only, so you will have to change that before you can write the new one)

The most excellent “jv16 Powertools” from http://www.macecraft.com , will “Immunise” Windows PCs with the “MVPS Hosts” for you.
Good Antivirus software (like Avira) should stop you making changes, so you may have to temporarily disable, while you update your hosts file.

A very useful extra to add to your browser, that will give you dynamic and configurable blocking with visual feedback, is “Ghostery” http://www.ghostery.com
After installing and following the setup wizard, you should open the settings and change the other options to your taste.
Ghostery does allow some “responsible” advertising and tracking, so you may prefer “Privacy Badger” from the EFF, or one of the others listed.
https://www.eff.org/privacybadger
https://disconnect.me
https://github.com/gorhill/uBlock 
https://www.mozilla.org/lightbeam/ 
https://decentraleyes.org

Block Youtube adverts
http://an-dz.weebly.com/extendtube.html 
http://www.tubeenhancer.com 
http://www.smarter.yt 

Notable extras
http://www.fbpurity.com 
http://far.whochan.com/wlog.cgi/ContentBlockHelper 
http://moisesplima.blogspot.com.br/redirect-bypasser
https://addons.mozilla.org/en-US/firefox/addon/betterprivacy/ 

FURTHER READING www.techsupportalert.com How to “harden” your browsers.
This regularly updated page contains many tips for most common browsers.

Advanced users may wish to create their own custom lists. 
BISS – Bluetack Internet Security Solutions BISS FORUM

Creator of the original online Block list converter (free)
http://blocklistpro.com

I-Blocklist (Block-Lists from various authors)
https://www.iblocklist.com 

Country IP blocker: http://services.ce3c.be/ciprg/

Opt-out pages.
http://www.networkadvertising.org/choices/ 
http://info.yahoo.com/privacy/us/yahoo/opt_out/targeting/details.html 
https://unroll.me