Advertising that uses your online personal data to target you will be banned by the General Data Protection Regulation which comes into effect across all EU member states as of May 2018. Personal data includes browsing habits (so bye-bye Amazon ads following you everywhere) and data you have submitted for a purpose other than advertising. The only way this advertising can be shown to you is if you explicitly say yes to receiving it – closing a dialogue box rather than saying yes will not constitute agreement. You wil also be able to ask any online business what data they have on you, and you have the right to be forgotten by that company (so no more Facebook hanging on to deleted accounts in case you come back).
Edit: Should the US do the same and prioritise the right to digital privacy over advertising?