PiHole

This is a very geeky item. It's basically an ad-blocker. However, it works at the periphery of your network, so you don't need to install anything on your client machines. As you might guess it will run on a RaspberryPi, but it will also run on just about any architecture.

It works by using a blacklist of advertising sites (automatically updated) and replacing adverts on the web page by a single pixel. It will work with any mobile device connected to your WiFi without any configuration on the mobile device.

I have installed it on a Linode VPS, together with OpenVPN. This enables me to use PiHole when I am using 4g. Not only are ads removed, but because this happens at the server end pages render faster on your device and your data usage is reduced. Also, as it's a VPN you can use any old dodgy wifi and know that you are secure.

It will work on a PiZero, which costs about a fiver. The instructions on the web site are pretty good, so installation isn't particularly challenging.

There is a nifty web interface which gives stats of the number of ads that have been blocked and allows you to whitelist sites if you really want to see their ads. https://github.com/pi-hole/pi-hole