I never ever want to see ads for alcohol or gambling[1].
The fact I can't opt out of that advertising means I installed an ad-blocker. I turn it off for everything, and turn it on if a site shows me an ad for alcohol or gambling. (I also try to tell the site).
[1] I either never want to see them, or I want to see as many as possible and click all of them to increase click-fraud rates and discourage their use.
Google at least gives some user control via http://www.google.com/settings/ads/ and Google Contributor in the US, but nowhere near enough to block specific advertisers.
But here I'm saying I'm happy to view ads, even with all the tracking. The two things that made me install an ad blocker are
i: alcohol and gambling ads
ii: ads that ignore English regulation