I used to get angry at ads on my laptop, but uBlock Origin took my worries away. That left my Android phone, but recently I've discovered Blokada[0]. The app - which is for obvious reasons not available on the Play Store - appears to run a "VPN" through localhost that filters out an absolutely staggering amount of ads and other nastiness. Suddenly my battery life has improved, and my phone no longer runs too hot to touch. It's a win/win.

[0]: http://blokada.org/

DNS66 works the same way and is slightly more popular: https://github.com/julian-klode/dns66