Keep the Aspidistra Flying by George Orwell. This is predominantly about poverty but advertising is satirised throughout as well. Orwell makes his point through the character of Gordon Comstock, one whom is so scared of being caught in "the money trap" that he gives up a well payed job in advertising to work in a book shop. The best characterization in the book comes when Gordon is interacting with other people (rather than the many narratives in which he is left alone with his thoughts) as we see how his complete and utter lack of wealth makes virtually all social situations downright miserable. Highly recommended.
A Day In the Life of Ivan Denisovich by Alexander Solzhenitsyn. This is about the daily life of a Russian prisoner under Stalin's reign of terror. The writing was perhaps too dry for me as the lack of character development stopped me from quite enjoying the book.