Doesn't seem to have been posted before, but Weblock is an ad-blocker for iOS that is currently free. It doesn't send all your traffic through a proxy; I'm not going to type up how it works when it is already on the website, so take a look 
App Store link: https://itunes.apple.com/us/app/weblock/id558818638?mt=8

App Store link: https://itunes.apple.com/us/app/weblock/id558818638?mt=8