I've been hearing a lot about this I.E 11 update that includes Win 10 nagware but so far haven't encountered it. Part of the reason may be because I use the Untangle firewall and its Ad Block module. It hoses pretty much any Ads that exist on the Internet, so I guess it's neutering the Win 10 ads as well. I have seen them at client sites while doing maintenance but I assumed it's because they already have the Win 10 GWX BS installed on the computers.
I highly recommend Untangle. You can download it (for free) at http://www.untangle.com/get-untangle/ and install it on Windows, or better yet throw it on an old PC because it is a lean, mean Linux distro that out performs SonicWall and doesn't cost a dime. I haven't had to deal with any pop-up ads during my Web browsing in almost 10 years. The paid version is even sweeter and the folks at Untangle just released one for home users at an amazing $50.00 per year.
I've managed a lot of firewalls, my favorite being CheckPoint, but I can't afford that level of protection. For SOHO users Untangle is the gold standard.
Just my 2 cents.