We have used yahoo games, there is a chess section where you can play games with other users. Haven't found any problem in terms of safety or advertisement, but the players may not be serious (someone who was losing to my DS just left the game without notice and DS waited for quite a while for nothing).

World Chess Live is more serious. We haven't tried it but will soon as the USCF seems to be either the sponsor of it or approves it and we once got a coupon (oh yes, this website is not free).