Ublock Origin is enough as blocker (It's so complete in terms of filters. also it's recommended by Mozilla, and it's very light). Also Decentraleyes for some third-party contents. Other blockers do the same (they usually use the same blocking lists, too). I only have these two, along with setting Firefox tracking protection to Strict. I guess it's enough. (Though, you can see UBO wiki to have more advanced blockings.)
I've also switched from Debian-based disrtos (Ubuntu) to Arch about two year ago. I installed EndeavourOS and to be honest, it's simpler in some parts and I understand it better. But in using Arch, you should have a look at wiki too for things you do, since you should do some little things by your own (In my case, it was enabling Bluetooth, Fstrim, Hardware Acceleration, ...).
Here's a good place to start: https://wiki.archlinux.org/title/General_recommendations
Also AUR is a really great way to install any package that it's not in repos. It actually turn anything into a Pacman package.