If I remember correctly, ad blocking software overlays the ad with blank HTML right? So blocking ads doesn't actually reduce data usage, since the browser still downloads everything, Adblock just has to parse it and get rid of the junk.

I believe because of this download-then-parse model, webpages actually load slower. I remember an HN article on the front page about it.

Nonetheless, I still use Adblock. The sites worth supporting I normally pay money for in some way, such as premium on a forum.