I’m running Windows XP Pro if that has any bearing on your recommendations.
I use Mozilla Firefox almost exclusively to surf the Internet and can’t think of a time when I have gotten a pop-up window while using it.

Some of my desktop apps, however, are associated with Internet Explorer and open IE on launch (as much as I wouldn’t like them to). That’s when and where I get an almost immediate onslaught of pop-up windows.
Ad-Aware keeps getting mentioned so I download a trial. Is it worth purchasing?