There are two kinds of advertising

Go to The Verge (just to poke at a site I generally like) without an ad blocker, open up the Network panel in DevTools and just let ‘er rip. I’m seeing 400+ requests. That’s tracking at work. You can even just sit there and watch it continue to make requests over time, even while you’re doing nothing. JavaScript is whirring, soaking up whatever data it can, setting cookies, and blasting data along with your precious IP address to god-knows-where. All those requests are slowing down the site, costing you bandwidth, laughing at your privacy, and causing legislation that at least you have to click a giant content-blocking banner with a “yes, this is fine.” button.

This is why I run an ad blocker. Contextual ads as Chris alludes to aren’t bad, they are often quite relevant to what you’re looking at. I however don’t need my web experience worsened and what little privacy I have on the web invaded for some random company to display some ad that might not even be all that effective.