I had always figured that given the extensible nature of Microsoft’s Internet Explorer browser that it should be possible to create a plug-in for it that can block all pop-up and pop-under ads, without resorting to clumsy schemes using proxy servers or window detection.
With the advent of the new Google Toolbar 2.0 I was delighted to see that someone had finally made such a thing: to date, its popup-blocking option has been totally effective at blocking every single and pop-up and pop-under ad. The only limitation is that it’s unable to automatically allow certain “legitimate” pop-ups, but overall I think the effectiveness and predictability of the pop-up blocker more than makes up for the effort of manually disabling it when needed.
The toolbar itself is fairly useful, too.