Many marketers may look at consumers as sheep, but there's also a great many who look at consumers as being cognitive actors with free will. From their perspective, advertising is about persuading you to make that purchase, and giving you the information you'd need to make that purchase decision.
In my experience, people who deny that advertising has any effect over them tend to be those who have been influenced most greatly by advertising at a sub-conscious level. I feel a far more effective strategy is an introspective one, acknowledging that advertising has an influence over me. In acknowledging that, and through analysis of my own purchase motivations and intentions, I can become aware of how I'm being influenced by an ad, and thus actively reduce the influence that ad has over me (and inoculate myself to some extent against future uses of that same technique in other ads).
Full disclosure: I am a PhD student in consumer behaviour, and have worked as a TA in undergrad marketing and advertising courses. I don't buy into the consumers as sheep arguments myself.