First thing: INPUT and OUTPUT tables are for traffic coming to and from the router. In this case, you want to control traffic that passes through the router. So, the correct table to manipulate is the FORWARD table.
iptables -I FORWARD -d ad-g.doubleclick.net -j REJECT
is what you want if your goal is to prevent connecting to these servers.
This isn't a very efficient or reliable way to implement ad blocking however. The more rules you add, the highest impact it will have on your network, since every packet must be checked against every rule in the table. This is where ipset will provide a far more efficient method of implementing blacklisting.
Writing a script that would download a blocklist and generate a proper ipset list would be the ideal. Unfortunately, many blocklists seem to ship in a p2p format, and they require you to pay to get these lists in a more compatible format (cidr format, for example)...