I recently1, finally, got a smart phone—an iPhone. One of the first things that annoyed me were the ads. I use Ad-Block Plus on all my computers and I have not been bothered by ads in quite some time.
One approach to removing ads is rooting my phone and installing a customized hosts file. This approach has several flaws. I once tried this approach on my android tablet. While better than nothing, it misses many ads and tends to interrupt normal internet use.
Another approach, as of iOS 9, is to use Safari content filters. However, this requires me to use Safari, and I prefer Firefox.
After lots of tinkering and reading and thinking, the best approach seems to be a VPN with proxy that seamlessly block ads (and potentially provide additional security, privacy, caching, and etc). There are apps that provide a VPN with ad blocking proxy, but reading their privacy policies caused me great concern. So I decided to setup my own.