A problem I have (and a temporary solution) is that ads come from a third party site. Usually the same few networks. I don't like being tracked by third party sites and I see no reason to view their content, so I simply DNS block common ad networks and third-party-content block them in the browser. This is causing the problem that I don't pay for the sites I visit (the adblock problem) and of course I can't visit sites that demand the third party site content to show (DNS block),
but there is at least very low risk for tracking and third party malvertising.
A solution as I see it would be that ads are given as images and reported as statistics, so that the main site can repack them (removing any exploits), display them without tracking me more than usual and report the displays to the advertisement network. (It would also have the benefit that any annoying flash ads and popups would go away, which would benefit the advertisers in the long run - less ad blocking.) (I presume clickthroughs can go to the advertisement network so they can keep track of that part.)