I think the video is meant to be about the trivialisation of the music industry.
Obviously the first scene is a nod to being shot down and used for money.
I guess the castle could represent the hedonistic, inner workings of the industry, where modern day idols (MJ, Jesus, Ghandi) are formulated and created from synthetic processes. I guess the Girl Under You motif is that she doesn't have to be on top of the industry to know that she can conquer it.
The housewives I guess were an example of the ways in which the industry is trivialised into cat fights, to the point where it becomes a reality show. Andy's head in the clouds I guess is a nod to the higher beings who watch over and orchestrate the 'show'.
I guess the end scene would be the final revolt against the corporate fat cats who exploit artists and turn it into a science/business. I've only seen it once though will have to watch again. It could have used some dialogue.
Also
LAWD ENOUGH TO TURN THESE BOTTOMS INTO HETERO-G.U.Y.S
