Many ad networks[1] do already provide an opt out mechanism. You look for a blue icon[2] in the corner of the ad, which if you click it should take you to an opt out page.

I dug a bit further, and also found this: http://www.aboutads.info/choices/ which purports to allow you to opt out from any or all of the participating companies from that page.

[1]: http://www.aboutads.info/participating [2]: http://www.aboutads.info/sites/default/files/page_img/icon_e...