I accept that it's only a certain part of the market in which participating adults are not mentally intelligent enough to make informed decisions. You (apparently) accept that only a small part of marketing (dolls) to children is a problem (though rayiner seems to be totally against marketing to children altogether -- and it was to that point that my original reply was to).
It would seem that we two should agree on a conclusion: advertising for all needs to be re-thought fundamentally. Cut out sexism, racism, sexual appeals in ads, as well as the wide variety of carefully, psychologically constructed ads in adult market, and cut out advertising highly sexualized dolls.
I want to make a note that only these sexualized dolls are problematic. If you have a daughter you know that girls just prefer dolls and other girly things in an innate way (I'm practically a daddy of two, and despite all my trying to get them hooked on cars, action heroes, computers, they just always opt for the dolls when given the choice). There's nothing wrong with girls having dolls of all sorts, just that they shouldn't be sexualized.
Fast food (to pick your first example) is marketed to basically everyone not specifically to people that have eating disorders.
But this isn't black & white. Many people do, in fact, have moral problems with the marketing techniques of the fast food/junk food industry despite that fact that most of their customers are fully capable adults. These people have made efforts to limit what they can do, and I think most reasonable people would at least agree that their proposals are worth considering.
Finally, I'm not sure about your last point about "more harm." Doll marketing is a part of a very serious sexism we have in our country. Surely it's only a small part, but it's a very serious problem. It's hard to quantify these things to make comparisons.