Filtering proxies don't know Javascript or Flash. I also don't want to worry about the parsing and semantic differences between the proxy and the browser: a lot

Filtering proxies don't know Javascript or Flash. I also don't want to worry about the parsing and semantic differences between the proxy and the browser: a lot of differences might arrise. Putting ad-blocking inside the browser seems the most logical part, especially since you get the DOM already made so you know you look at the same data.