you bring up a good subject: what is this show actually about?
The one thing that is consistent is that the characters are very extreme personalities, almost as if each represents a way of thinking or some overall type of personality. What's interesting is that alot of them are very recent (and i hesitate to use this word) 'archetypes'. You have a split personality, bi-cultural returnee, an illegal immigrant with a heart of gold, a shy but secretly evil girl who only communicates through e-mail, a yaoi fangirl... these 'types' are all very modern, even though they're also accompanied by classic types like Zetsubo (absolute pessimist), Fuura (absolute optimist) and the Control Freak Perfectionist girl...
Part of me says that the whole purpose of this show is to have viewers laugh at ourselves and the world around us. The characters are so numerous and varied that we can't help but see a bit of ourselves in at least a few of them. The cultural references, especially the references to other anime and manga, also indicate to me that the creator is trying to get us to laugh at the entire stratum of sub-culture that is anime and manga and viewers.
Again, it's all about the modern world. Zetsubo is put into despair not by traditional things such as "greed" or "misleading women", but almost always by things that are new to this age: naming rights, the internet, returning students from foreign exchange programs...
but I still can't tell: is the point some kind of disjointed critique of modern society? Or is it just to make people laugh at it, maybe not take it so seriously? Is it about the comedy or about the twisted people? ... the jury is still out on this one...
edit - rewatched episode 5, saw a couple of those quick flashes... a few jabs at Devil May Cry, a shot at China hosting the Olympics (on list of things people do not becoming of their status: hosting the Olympics in a country where 90% of all executions take place),