Whenever you start to run an app that includes iAds, you could put the iPhone in Airplane mode. That shuts off the cellular radio so iAds cannot possibly download any ads, and accordingly, you cannot possibly incur any data usage charges for the downloading of those ads.
The downside is, you won't be able to receive any phone calls during this time either.
Apple really should have a simple setting (similar to "Airplane mode") which leaves phone calls enabled, but allows cellular data to be temporarily shut off.
Not as an enabler for people who want to weasel out of a data plan... But for people who are legitimately using a limited data plan, and want/need to avoid accidentally going into overages, or to avoid using any of their limited data quota for things that they never actually intended to download.