Options that I'm aware of: Installing ad-blockers third-party, like Adblock Plus. Installing a no-root firewall with rules to block googleadservices and others (amazon, yahoo, etc.). Most of these I get from host files. Use a third party DNS like fool DNS that helps to filter/block advertisements. These work well if you do most of you data related activities over WiFi. Fair warning that some apps get ads over cellular. I'd toggle data restrictions and see if that helps. Otherwise, toggle airplane mode and WiFi before you play words with friends, angry birds, etc.
I would recommend you root your phone and use something like AdAway. Adblock Plus works decently for non-rooted phones except that it tends to randomly switch to allowing ads and it can causes problems with MMS.
Or you can install a browser with built-in adblocking like Firefox with ABP extension, and Opera with urlfilter.ini. Those should work on data.