What the hell was Roger on about? After he finished talking it just ended. Very anti-climatic. In fact the whole main story confused the hell outta me. I liked the stand alone episodes a lot more.
My momma loved me but she died
Hud Bannon
I thought it tied in with his character arc. People making their own choices, believing without memories, etc. Angel was quite conflicted over that idea, which is probably why she was infatuated with Roger (his beliefs).
It's kind of open-ended after that, but I think Roger was successful and "negotiated" with Angel. Paradigm City lives on in uncertainty and Angel is okay with that.
There are way more complex theories worth reading on the ending. I'm with you on liking the stand-alone episodes more. It's the characters and music that made me stick with this show, not really the story.
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I'd love to see you in the moonlight with your head thrown back and your body on fire.