I had my experience with this in 2006 or 2007. I was younger then and I was served a malicious ad on a video game website. This ad was only showing for 1 in every 1000 or so users, which made it quite difficult to detect back then. Ever since then I've run an adblocker and/or scriptblocker.

I'm constantly asked by websites to drop my ad blocker but why would I do that? If they want to serve ads than maybe there is a way they can do it themselves, as opposed to a third party serving them.