1) Popups that are served by the site you are visiting. For example if you go to our web site at Wholesale Marketer you will probably get a popup for our newsletter (it is actually a popunder and only pop's up the first time you visit the site). These popups are usually not intrusive.
2) Popups served by third parties. These are delivered because you have installed a program on your computer that tracks where you surf. You get these kinds of programs when you download freeware stuff like Kazaa or Grokster, etc. etc. But during the installation it tells you that the program is supported by those ads programs so people should be aware of what they are doing. The ads generally are content triggered, meaning relevant ads show based on what sites you visit. For example if you visit travelocity.com you might get an ad for expedia.com, orbitz.com or a cruise site. Ads that are relevant to you at that time. Some of these ad programs won't be content driven and they will just show random popups at random times, obviously less effective.
3) Spyware popups--these are delivered by third parties as well, but these programs are usually installed on your computer with out your knowing it and will often bombard you with tons of popups. These kinds of programs are the ones that send lots of the adult rated ads, etc. Tiff makes a good suggestion for getting rid of these kinds of programs Adaware from Lavasoft the free version will rid your computer of them. Spybot S&D also works well, I recommend everyone uses one of them and runs it every now and then. They however, won't stop the first type of popus but 99.9% of the 2nd and 3rd type.
Also if you want to stop the 1st type of popups I would recommend not using Internet Explorer as your browser. Plus most of the 3rd will only affect you if you are using Internet Explorer too. Use Mozilla Firefox or Opera (what I use) they both have popup blockers built in. Firefox will allow you to accept popups from certain sites if you want, and Opera has a feature where you block all but unwanted popups. That basically means if you are clicking a link which opens a popup window it will allow it to open, both handy dandy little features.