For what it's worth here's what I do:

I run my own /etc/hosts file based on : https://github.com/StevenBlack/hosts

This should block the popular ad-ware companies.

I also browse with Brave, and use their inbuilt "shields" feature to block 3rd party/cross-site cookies. I don't install any additional browser plugins.

Would be nice to kill all the consent-popups, as you say.