Every datacom box supplier is developing DPI features for their products. The main driver is not targeted marketing, but QoS. When you're able to identify traffic on the application layer, it gives you a lot of extra options in determining how to route the traffic.
This way you can decide to route P2P traffic flows on best effort basis, but "over-the-top" video (eg. Youtube) flows you route through a higher quality connection. This improves user satisfaction.
That's the idea anyway, saying it's for targeted advertising sounds quite paranoid to me.

...go for the best 1Kg PC. I'm very happy with my old W5 from Asus and will change any minute for the new series U, never had any problem on the rock n' roll road. You need big screens - I mean 12", not 7"- to sort photos, glue them in panoramas, you need some muscle to make it quick. A firm keyboard is a must to write with gusto. OK, take some paper and pen, some memory cards, universal AC adaptors, one letterman tool, extra power block - you really will use them in air, bus and train waiting hours. Make a light AC extension, using 5 meters of 2x 0,5 wire, against the rules. Wild trips, including horse back and bull wagon, does not harm your notebook, safely tucked, ok? A good paded back pack, light as well, is a must for everyday life. Do backup in a web space, frequently. Best