The UX that I like best is the one that provides the opt-out at the point where it would be an annoyance. Whenever there's a pop-up, I want an option to say "Don't show me notices of this kind again.". This requires a measure of humility on the part of developers, to acknowledge that learning about the feature they just added may not be the top priority of all users at all times, and an alternative way to learn about the UI.

Start-up tips that have options of "Close this tip", "Never show tips again", and "Next tip" are the best example, because they account both for users who want to learn more about the program and users who already know how to use the program.