All this crap about the original artist aside, I've come to believe that this song is about religion as an institution.
People by nature don't like facing or dealing with pain, so they want to self medicate any way they can. Manson is commenting on how religion exploits this (he makes the narrator sound very eager) in people by telling them that their god "listens to you personally" ("your own, personal Jesus") and is someone you can tell anything to, so long as you give the church money. In saying this he is of course also lumping the majority of religions together, showing how similar and silly they all are.
This is of course a rather radical interpretation, but hey, Manson is a rather radical guy.