The weirdest side effect I've had was with the Sky HD box. If it was connected via ethernet then it wouldn't power up while my ad blocking was enabled. I was able to replicate this behavior by enabling and disabling my ad blocking, so my Sky box was definitely phoning home and failing to start if a specific domain was disabled. The weird thing is it would start up fine on WiFi or if the internet was disconnected completely. So I ended up just connecting it to WiFi as my wife was growing impatient by that point!

I did intend to reinvestigate the issue; throw wireshark on a promiscuous NIC and look for what domain Sky was trying to connect to and what data it was sending. I was thinking it might make an interesting article - depending on what I find. But in all honesty I had then forgotten about it until now.