I never click on pop-ups, since I don't know how they were designed. I don't know if clicking top right X in the popup will close the popup or will launch some new unwanted process.
Most popups go away if the page is reloaded. That's all I ever do to get rid of a popup. If a popup reloads when the page reloads, I just forget about reading that page.
I have Flash set on Ask to Activate, I have Java disabled in browsers, I use an ad blocker, and for some sites I use YesScript to block Javascript.
It keeps the annoyances down to an acceptable level.
Yes. I do it on a site I know is not the kind of site that is malicious because they don't want to drive you off, but I am with you 100% on that on sites I am unfamiliar with.