Great concept of the Hoffman shades-- they allow you to see "reality", all the aliens and their subliminal messages everywhere in the media. And of course the mainstream media and authorities are in on the deception.
Classic line from the main character played by the recently deceased Roddy Piper:
"I came here to chew bubblegum and kick some ass... and I'm all out of bubblegum."
But importantly, the movie hits on a major conspiracy theme: aliens living among us, using us and controlling us.
This early sequence basically tells the story, then I love how the 33's show up on the TVs, in a new scene, right after he tells us about the secret evil PTB (screen shots from the DVD):
No, I don't think the two different 33's showing up right after that speech was a coincidence.