Usually comes from the outside ad agency (assuming the site doesn't serve its own advertising). Therefore the bandwidth costs are assumed by the advertising agency, and not the site that you're viewing them on.
This is probably posted elsewhere in this comment, but you can use the hosts file provided by http://everythingisnt.com/hosts.html to help redirect some of those ad lookups to localhost. I'll leave the ethic question of doing that up to you, but it can help in a low bandwidth situation (as well as turning off images).
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Pay no attention to the Nigerian accent!
Usually comes from the outside ad agency (assuming the site doesn't serve its own advertising). Therefore the bandwidth costs are assumed by the advertising agency, and not the site that you're viewing them on.
This is probably posted elsewhere in this comment, but you can use the hosts file provided by http://everythingisnt.com/hosts.html to help redirect some of those ad lookups to localhost. I'll leave the ethic question of doing that up to you, but it can help in a low bandwidth situation (as well as turning off images).
Monty Hall: "Would you prefer to take one more tour of the station, or would you like what's behind door #2?"
Contestant/Winner: "I'll take Door #2 Monty"
Contestant/Winner: "Wait...that look like an airlock....WHOAAAAAAA!!!!!"
Monty Hall: "Should have taken the tour".