That I have with advertising is that it misses the mark entirely. I don't want to see feminine hygiene ads, car ads, etc. Don't care.
And it goes for brick and mortar types too, BJ's Club - I scan the card every time I shop there but the emails I get are for people who live in suburbia. I live in a city and have no use for most of what they try to hawk. But you'd think, they know my purchasing history right? How hard could it be to target ads based on that?