I'll mention a few which works or me (these have been mentioned before but having it in one thread is beneficial): -
On numerous occasions clicking a link on a website leads to an external site plus a few advertising sites opening up despite the best ad blocker you may use in my experience (crypto currency trading sites, etc). It often helps to instead of left-clicking a link, rather right-click and choose "open in new tab/(private)window". A quick double left-click often also works wonders. Also, if it's a download link rather right-click and choose the save options. A quick double left-click also often works well in this scenario. This often bypasses some nasty and unwanted crap.
The official youtube site is heavy and you have a problem with ads playing before your requested video. Search engines like DuckDuckGO and Bing have "embedded" players so you can watch your videos without going to the youtube site for example. No ads before paying the videos either. Another way is to change your browser's general user agent settings for sites like youtube. You can change it so your computer is identified as a mobile device which will result in mobile versions of sites being displayed instead. I've done this with youtube and the mobile youtube site will open. You can play your videos with no ads and the youtube mobile site is "light" and fast.
Feel free to add.......