The Adblock Plus extension works perfectly in Conkeror. You can access the Preferences dialog via the extension manager (M-x extensions). After installing, you must add filter subscriptions via the Preferences dialog.
With the current versions of Conkeror and AdblockPlus, this doesn't work because clicking on "Filter preferences" has no effect. The workaround is to set the preferences in Firefox and copy them from the Firefox profile to the Conkeror profile. What needs to be transferred is the contents of the directory "adblockplus", whose exact location depends on your OS and perhaps the versions of Firefox/XULRunner you use. You can copy over all files in that directory to the corresponding directory in the Conkeror profile. You can also delete the one for Conkeror and replace it by a soft link to the Firefox version, in order to have all changes you make in Firefox propagate to Conkeror automatically.