I know that it must look like I am promoting it at times (believe me, I have no interest, financial or otherwise in the company) but the Opera browser, which I prefer to use, has its own built in pop-up stopper and I never see popups. If it is preventing me from viewing pages I want to, it is simply a matter of hitting the F12 key to bring up the Quick Preferences menu and clicking on "Allow Popup Windows".
I have a program called Popup Cop installed on Internet Explorer, but as I rarely use the browser I can't really comment on its effectiveness. What i can tell you about it, is that it installs as a toolbar and as many functions including a cookie manager, which by clicking on the "Cookie" button allows you to stop all cookies, ask before accepting cookies, or allow all cookies.