I also have "block everything" enabled. I wanted to support Macrumours and tried to whitelist, to the effect I had to allow 12 (!) different trackers. That is not an option to me.
Checked a link to Wired today, they stopped allowing ad-blocking and became a pay-to-view site, goodbye Wired. Your content is not worth the security risk.
Little Snitch is good for blocking doubleclick.net and similar as well.
At last a non political thread i'm allowed to post into...
In the end if you're not using a good threat protection software on your PC, be it mac, windows or whatever flavour of linux you are a fan of you are putting yourself at risk. I've cleaned up relative's computers which were so messed up it was a "change your password for every freaking online system you use" situation because they thought it was a great idea to install every possible toolbar in their browser all the while not using any AV software... Some people should just pack up their computer and ship it back...
I recently dropped NAV for OS X due to the fact that it's latest release won't run if Little Snitch is installed (and a couple of other reasons). I have been looking for a replacement, but have been unable to find one that I trust.
Any suggestions on anti-malware / anti-virus programs for OS X?