Consumer Reports survives purely on subscriptions without any advertising, no? (Certainly the equivalent in my country, Which?, does - accepting any kind of advertising would compromise their independence, since by their very nature they review everything - and as a result they're significantly more expensive than comparable magazines, but enough people are willing to pay that to make it viable)
Here in Brazil, they all survived on ads money, what lead to all of them going out of business once this fact got published on the internet. We don't have any one left that I know of.