I will discuss joint work with Antonio Laface, Jenia Tevelev and Luca Ugaglia on constructing examples of projective toric surfaces whose blow-up at a general point has a non-polyhedral effective cone. A class of such surfaces can be constructed from what we call Lang-Trotter polygons; in this case, the effective cone is non-polyhedral in characteristic 0 and in characteristic p, for an infinite set of primes p of positive density. As a consequence, we prove that the effective cone of the Grothendieck-Knudsen moduli space of stable rational curves with n markings is not polyhedral for n>=10, both in characteristic 0 and in every prime characteristic p.