Marco.org

Web ads are dramatically different from prior ad media, though — rather than just being printed on paper or inserted into a broadcast, web ads are software. They run arbitrary code on your computer, which can (and usually does) collect and send data about you and your behavior back to the advertisers and publishers.

I didn’t believe in using ad blockers until about 6 months ago when I became fed up with exactly what Marco describes. The web is a mess.