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You will still experience ads on devices if you use **only** a pihole. Many content providers (like YouTube / Reddit / Twitch / Spotify / Pandora / Facebook / IMDB / Hulu) now stream/serve ads from the same servers as the content (meaning if you attempt to block the ads using a PiHole you will also block the content).
It’s still worthwhile to use a pihole on your local network. This will be the device that helps reduce the amount of ads and blocks telemetry data on devices (mobile device / streaming box / etc) that you can’t utilize some or all of the traditional blocking methods (hosts files / browser plugins / etc). The Pi can also have additional software installed (I recommend PiVPN) to extend these blocking capabilities **securely** when you’re not on your “home” wifi.
Your best bet for blocking any and all ads/telemetry/etc is a multitiered approach of a PiHole as well as browser plugins: uBlock origin / Privacy Badger / CanvasBlocker on Firefox or Canvas Defender on Chrome / Decentraleyes / Smart Referer / Ugly Email / Pixel Block / other security browser plugins (as necessary) to prevent ads and protect your privacy.