While you will not want to see pop-ups on most websites, some pop-ups are necessary. A great example is when you try to print something from a site like CNN.com. When you go to print something a new window normally "pops-up" and sometimes a blocker will see this as a pop-up ad and not allow it. When something is blocked most blockers make a sound and even flash something on the screen. Yet still many people tend to not even notice. For example the Yahoo toolbar will make a "thump" sound and you will also see a small "explosion burst" icon flash a few times near the top of your browser. If you know the pop-up being blocked is legitimate, you can click on the "burst" icon and will then be given the option to "View Recently Blocked Pop-ups". Here you can also choose to "Allow Pop-ups from this Site". Most all other blocker programs work in a similar fashion.
Another trick you can use is to hold down the CTRL key on your keyboard while clicking on a link that should produce a legitimate pop-up. Holding the CTRL key creates a temporary disable feature for many of the blockers built in to toolbars. This trick will not work for all pop-up blockers.
Typically a client of mine will have the following: Windows XP SP2 which means that Internet Explorer will already have a pop-up blocker built in. They downloaded the Google toolbar because it looked neat and it came "free" with their last update of the Adobe program. Many times they will have one, two or even three more toolbars built into their browser not even realizing it. So now they have a total of at least four pop-up blockers. They also have Norton Internet Securities. Depending on the version, this too has a pop-up blocker built into it. So now we have 5 blockers that we are aware of. It is rare that I see someone has a pop-up blocker purchased separately.