Mozilla or other alternatives to IE are definitely a first step but not the panacea some imply.
A software firewall such as Outpost (www.agnitum.com) is a must if you wish to control what you see and how you see it (in addition to its anti-hacking benefits). It allows/permits all sorts of active content (Flash, Javascript, etc.) as well as blocking ad strings in the HTML code of any web site. I block tribalfusion.com (among many others) and Drudge's ads are nowhere to be seen. Same for L.com's site - I think L.com are getting a bit desperate as well as beyond bitchy about their posts, the posters, content, etc. FR is much more relaxed.
Free spyware scanners are great, but PestPatrol also will actively block spyware, cookies, etc.
er, that should be "permits/denies" active content.