Here's one of the real Mad Men.
Ogilvy was a smooth, masterful advertising avatar of post-war consumerism. He successfully advertised shirts, tourism (notably Puerto Rico), Rolls-Royce and many other famous products.
In Confessions of An Advertising Man, Ogilvy (who's a gifted raconteur) stays mostly away from his colorful past and instead discusses his insights on the craft of advertising.
Confessions is full of surprising advice: for example, don't take an account from a company with declining sales (you'll fail) and sans serif is the easiest font to read.
Ogilvy, famous as a copywriter, also lays out some how-to in the art of copywriting.
If you're entrepreneurial, pay attention to how Ogilvy creates and runs his own advertising agency.