This only pertains to ads and malware, but I use Ad Muncher on Windows, which is a paid program (with a month-long trial). I use it, because I can't be bothered to set up countermeasures, every time I use a new installation. And it works in all browsers (obviously) - and outside browsers.

Cons: * Whitelisting is a hassle: I still haven't figured it out, which means that good ad networks like Yoggrt, Fusion Ads, and Deck Network are blocked. * Blacklisting is also a hassle. You'd think they would support a widget filter - or a good import feature, but alas.

It's the best desktop client I know, though.

http://admuncher.com.