It would be great if there was an tracking/advert blocking solution that let you block based on what is in their privacy policy, if anything, in which country they are based, and so on. This could allow you to only permit advertisements/tracking that are have a privacy policy that you find tolerable and that is subject to FTC enforcement/auditing and penalties.

Your conscience can be clear, since you have the means to allow sites to fund themselves via advertising if they deal with ethical advertisers.