Decide what your passion is and then follow your passion. Love your work and work for your love. Otherwise don't get into the communication industry. I don't know what your expectation was, but I get the feeling that nobody wants to pay their dues any more. I don't know if that was your case, but you have to walk before you can run. Were your expectations too high?
Take some advice from someone who has been around a while.
Actually advertising has been good to me. But then I paid my dues and worked my way upwards.

What difference will it make going into the private sector? PR is PR. There is good and bad with any company. 9 Months is too little to make any judgement. I've been in advertising for 29 years and when you leave one company and go to another company its still all the same. Same pressure, same way of working - same job - just different clients. There is no easy way - just work hard - be proactive - put your hand up when your boss is asking for volunteers to do crappy work - ask questions - listen to people who have been in the business a long time and eventually someone will notice and you will start enjoying your job.