I am partial to uMatrix. The UI is like a dream come true for control freaks: it starts out by blocking most things, except for 1st party resources, as well as static, non-tracking resources like images and css from domains that aren't on a blacklist. These defaults take care of banner ads and also tracking cookies, while still letting static sites load no matter what. However, a lot of fancy sites will be broken if you stop here, and if you need scripts to run from 3rd party domains, you can gradually whitelist them using a nifty 2D red/green color-coded matrix (rows=subdomain, colums=(cookie|css|image|script|XHR|frame)), and apply / save the whitelist additions at any level of generality, from the current subdomain to *.
One nice side effect of going through this whole affair is getting to see just which sites are bloated with tracking, since their matrix will be 20+ columns long, with cookies from Facebook, Twitter, Pinterest, Google Analytics, etc. (Massassi.net comes out totally clean!)
It also appears not to slow down the browser, which is more than I can say for some others (I think it was µBlock Origin on Firefox, but TBH I can't remember for sure).