Out of similar frustration I purchased CheckIt® 86, a pop-up blocker from www.smithmicro.com, a California company. It got a great review in my local (Canadian) newspaper. The story featured the word-of-mouth success of the software even though it wasn't the main business of the company. The cost is $20 US.

The software is invisible, except for a tray icon. The latter blinks when it's doing its thing... blocking something. The feature I love is that if your *want* a pop-up you simply hold the CTRL key when you click on a link.