When this book was released in France in the middle of the 19th century, it raised a public storm, as it deals directly with things that were still taboo at that time - such as adultery, and hints of sexual behavior and fantasies. Had it been released now, I doubt that "Madame Bovary" would get any recognition, as it would be far from novel in today's society. But back then, it was indeed an unusual book.
I see something similar between this book and Don Quixote - Emma, having read a lot of romantic books, dreamt of leading the life described in them rather than her real life, and following this trail has eventually caused her to fall and end her life in such a pitiful way. Don Quixote also found his doom by imagining himself living in his books. While his books pictured brave knights fighting the evil forces and saving damsels, Emmas dealt with the high society, its balls, social meetings and many affairs.
From my point of view, as a reader with some background in 19th century novels, Emma's ways seem self defeating from the beginning. While the "shiny" high society may seem to Emma tempting in books she reads, it is clear to me as a reader who've read critical accounts of the society, that there's nothing good there - just people desperatly trying not to die of boredom, doing everything to avoid it, and ruin their lives on the way. Emma didn't eventually reach the high society (though the ball the attended certainly played an important role in setting her on the wrong path), but managed to ruin her life by acting as if she did.
The protagonists of this book are negative and impossible to connect to IMHO. Emma is hardly a woman I'd like to do anything with - she deserves the treatment of men like Rodolphe. Her husband Charles is a spine-less dope, who lets his wife and his life to run away from his hands, hardly noticing. I'm sure that had he been a normal man and a husband from the beginning of their marriage, he could have placed his wife on a completely different path and actually live a happy life.