Major Themes *SPOILERS*
I see the movie as a combination of many themes, but a few that stand out are: 1. The nature of existence.; 2. The role of the state across the centuries.; 3. Justice versus vengeance.; 4. The nature of suffering and pain.; 5. The existence of god(s).
The role of history and the different historical periods Izo goes through are not so much meant to present any particular message, but simply to show that the themes presented are timeless. That being said, clearly as a child of the post-war/reconstruction generation I'm sure there was a lot about Miike's own views on Japanese history, as demonstrated by the many WW2 videos etc.
I know this has been posted on other threads, but I have been a big Miike fan for a long time and only recently watched Izo for the first time, so I thought I would see if anyone else was in the same boat and/or wanted to provide their thoughts on it in 2013 (or whenever you are reading this post).