It's a bit difficult to tell what the exact message of this episode is, but it's overwhelmingly a pro-individual liberty, pro-individual responsibility, and pro-free market message. If you want to, you could interpret it as a pro-drug legalization message with unhealthy food substituting for drugs. This is basically a South Park episode disguised as a King of the Hill episode. I'd say more, but the episode says it so much better.
You don't need a Ron Paul bumper sticker, however, to appreciate this episode. This is a hilarious episode, and way more lighthearted and fun than a King of the Hill episode usually is. I'm a casual watcher of King of the Hill, and watch only because I tuned in for the Simpsons and Family Guy. I usually like the show, but this one left me completely flabbergasted with amazement.