Advertising and marketing in its many forms does work.  From the extremes of television adverts which reach millions to shop window displays that may only be seen by a few hundred.

The more people that are exposed to a particular advert then the more there will be that get 'annoyed' by that advert but conversely the more who will be aware of a particular product or service.

Anyone who has owned or worked in a shop knows that changing a window display to show a change of or emphasis on a particular product has an almost immediate effect on sales.

Likewise junk mail - the majority may or may not go straight in the bin but the vast majority, if not all, companies that carry out such mail shots closely analyze the results and know that they can and do work.

When it comes to mass advertising it is easy to say they don't influence you - in lots of cases the adverts aren't intended to make you rush out and immediately buy their products but to simply keep you 'aware' of them.  I'd bet that that all those who claim adverts don't work on them could name at least two or three car insurance comparison sites!