I actually don't mind ads. They're fine. The classified section of newspapers used to fund journalism in the US. Someone's got to pay Clark Kent, after all.
What I do mind is algorithmic targeting. On the ad serving front, it funds an entire industry that does nothing but violate people's basic human right to privacy. On the personalized recommendation front, it provides a strong incentive for publishers to produce click-bait.
There's one commercially viable corner of the internet that hasn't been ruined by this: Podcasts.
Spotify is trying to ruin that too. Screw them.
Also, if you're looking for a decent music service, consider something privacy preserving like Apple Music, or (better) something that uses metadata-based targeting, like Tidal.
I find most of my music by following hyperlinks in album / band reviews that were written by actual humans. There's a button for that in Tidal. I've heard Amazon Music has such a button as well. I've also found listening to high-quality (local) radio stations with good DJ's is a goldmine, as are music podcasts.
I've also found that non-tailored recommendations (people who like album X like album Y, grouping of opening acts with bands, and, when done right, old-fashioned display ads) also provide a decent signal, since they're typically curated or use the things I just mentioned as signal (instead of using your cookware preferences, or sexual orientation, or whatever).
In addition to being the ethical alternative, it turns out that having bands and critics list things that influenced an album or were influenced by an album is a much better way to explore the space of modern music than via payola with a dollop of high-dimensional clustering.
So, in addition to the ad blocker, I'm not paying for anything that tries to spoon-feed me payola or clickbait.