If I were going with blocking at the router, I'd recommending finding a router that has an accessible host file and add them there. Either that or ipset + iptables (not as recommended for ad blocking since you're likely blocking by hostname and not IP).

For example (should work on any router with iptables/ipset):

https://github.com/RMerl/asuswrt-merlin/wiki/Using-ipset

https://github.com/RMerl/asuswrt-merlin/wiki/Disable-Windows...

http://www.snbforums.com/threads/adblocking-with-combined-ho...