Have you tried using Little Snitch along with Privoxy?

I find the combination works very well. You get two ways to block things (Little Snitch rules and Privoxy rules) and because Privoxy is so easy to restart you can make "Deny" your default behavior since if the site doesn't show properly, just restart privoxy and hit refresh.

Great looking app btw. Haven't had to work on a windows box in a long time but if I do I'm definitely going to try this out.