I'd guess the answer changes extension-by-extension. uBlock Origin and javascript blockers prevent a ton of things from ever actually loading, which makes for a much faster web experience -- win-win (although some pages are just blank until you enable enough JS). AdNauseum sounds much slower and more resource-intensive.

I like uMatrix (from the creator of uBlock Origin), which by default blocks almost everything from 3rd parties, especially javascript. Without javascript, privacy concerns are vastly diminished and the pages is much smaller and faster. I like uMatrix because it's relatively easy to load only the javascript you want, when you need it.