If you can be bothered you could always configure your own name server to give the custom responses (i.e. 127.0.0.1) for your list of 'bad' addresses. That way you could share one list across all your PCs and have a small HOSTS file. Actually, better written name servers would decline to server information for zones for which they weren't an authority but I believe BIND (whose only glory is its ubiquitousness) does.
Either way there is still no need for a name cache on each machine if you've got one on your local network.