Hulu does let you choose in that every few weeks there's a short survey with questions like, How often do you go see first-run movies? Hulu claims that the purpose of the surveys is to customize my "ad experience".
You can also click on "Ad Swap" at the top of every single ad and choose what out of three choices you'd rather see. Honestly I don't see the problem with ads on Hulu Plus. I'm paying for additional licensing fees and being able to watch the videos on any device I own.
Ah , I'm in the UK so no Hulu available to me.
The British TV channels have online services but they're typically the same 4 or 5 ads in rotation over and over again (except the BBC of course) and don't appear to be targeted at all.