If you are truly principled then you would avoid going to websites that have those ads and only go to websites whose revenue model is aligned with your interests.
You're still not really completely protecting yourself. So it seems to me like you're hedging your bets by assuming that primarily websites which have ads are a liability, but websites with no ads, but with equal opportunity for exploiting vulnerabilities are not.
Not only that but the ad networks also get all your details which makes Internet advertising quite unlike other advertising.
If the ad networks have no "ethics" I see no reason to feel an ethical obligation back. Sucks for content providers, yeah, but if they have to die to get rid of the sketchy ad networks so be it.
I'd be willing to whitelist ad networks which were sandboxed and could only show me straight up images proxied through the first party site. Anything more than that and I'll show some control of my own hardware and block it. Ultimately, it's my hardware, if it does anything I don't like, I have a right to fix it.