Proxomitron is a pretty nifty web filter. It is set up as a web proxy between your web browser and the web, and does all kinds of useful things to the http data. Among other things, it kills popup windows, removes ad banners, removes blinking text, removes cookies, inserts userid/password information, blocks images from sites you choose, stops auto-refresh, and so on.
At this time, I don't know if anything can be done about web filters that prepend code. Perhaps the only real solution is for Microsoft to abandon the DOCTYPE toggle scheme and just make IE render CSS correctly all the time. Fat chance of that happening.