I've read a lot of Sayers's mysteries, and I've loved them all, but Murder Must Advertise might be my favorite. It was just fun to read, with advertising and midnight acrobatics, although I did miss Bunter and Harriet Vane.
I also really enjoyed how Murder Must Advertise was structured. It wasn’t until 13% of the way through the book (according to my Kindle) that the reader realizes that Mr. Death Bredon isn’t just the new copy-writer. Lord Peter Whimsey isn’t named until chapter five, 20% of the way through the book. Lord Peter spends a lot of the book undercover, and Sayer's really commits to the cover in a really interesting way.