Ad and url Blocking

Lets face it, there have been a time here or there where you were force fed web content and just wished you had some kind of blocking solution. For ads, a lot of people use the firefox plugin, AdBlock. While AdBlock is good for the everyday user what about a solution that doesn't require a browser plug-in or allows the user control to the point where they can block not only ads but urls also? Recently one of the mailing lists I subscribe to covered such a solution. The suggested solution was to setup a machine that would run DansGuardian, an Open Source web content filter, which would in turn serve the requested pages to the users on the network. This seems like the ideal solution for my use, but its something that will have to be looked into in the future.