Actually I’m not sure that working at somewhere called Dream Digital, Stick or RazerBlade, is necessarily any better than having to answer the phone: “Good afternoon, Benson, Christ, Smith-Fellow, Hasbeen and Shagalott”.
But the point is that there are an incredible variety of places that ‘do digital’, you could go and work somewhere that feels a lot like a management consultancy, or you could go and set up a team with someone you’ve never actually met but whose work you respect. If you don’t believe that could work, check out the incredibly awesome Wefail. I know not all advertising agencies are the same, but most of them are hatched from the same kind of egg.