Here’s an interesting article about online ads.
http://adblockplus.org/blog/anatomy-of-ads
My takeaway from the article is that unless you run an ad blocker, your online habits tracked and you will wait longer than necessary for pages to load.
privacy
I’ve just disabled third-party cookies in Firefox. The whole notion of user tracking creeps me out.
In Firefox 3, Edit → Preferences, then select Privacy, and ensure that “Accept third-party cookies” is not checked.