I installed Pi Hole on a first gen Pi and it's running beautifully.
However certain ads still get through.
The Pi Hole admin console shows that it's working and blocking ads, and I do see blank spaces where ads normally appear.
I assume (which is probably a very dangerous thing) that it's because the websites that I've noticed it on are Australian (.com.au), and the ads themselves are Australia specific (OZ companies advertising on OZ websites).