I've encountered a few sites that pop up a message to turn off my ad blocker, but there's no way on Earth that's going to happen and I simply exit the site forthwith.
I don't care what kind of advertising it is, banners, popups, sponsored links, whatever, I neither want or need it and therefore will not tolerate it in any shape or form, hence my ad blocker is enabled for all sites regardless, and if they don't like it, tough titties.
Not only do I use AdBlocker Plus and AdBlock Plus Popup Addon in Firefox, I also use BlockSite as well. Back a while ago I was getting those casino and gambling pages load off the back of site that I wanted to visit, but since I installed BlockSite and blacklisted all their URL's I've not seen a single one.
Another good one to get is Disable Anti Adblock, which helps prevent sites blocking your ad blocker. Redirect Remover is also useful to prevent sites redirecting your browser to sites you'd rather not visit. Before I found this I was sometimes redirected to pages with advertising and other crap of no interest to me. Yeah, gambling sites are another pet hate of mine, up there with advertisers and fechen bankers, and to prevent their intrusions, popunders being a tool of choice, all of the above browser protections are necessary.
I don't care about advertisements in the least, it's payment for services and necessary to such things remaining free,
There's no such thing as a free lunch, and like bankers, advertisers are parasites who make their money off the hard work of others.