I do what pi-hole does using pfBlockerNG, a package available for pfSense, which my home router runs.

But I still combine it with a browser-based ad blocker. It's worth doing both, because the network-based blocker will also block other LAN devices connecting to tracking servers, increasingly important in this IoT age.

According to my router's stats, the most blocked sites are:

device-metrics-us.amazon.com e.crashlytics.com ssl.google-analytics.com www.googletagservices.com www.google-analytics.com nexus.officeapps.live.com api.stathat.com www.googleadservices.com