"Plot" Summary: This video is all about imagery. There are stylized sets, costuming, coloring, film effects, etc. Some are loosely tied to the lyrics, but interpretation of the images is entirely up to the individual. I'll give it a shot, though.
It begins with Joe isolated in a desert. He comes across a cactus and takes one of its blooms, covered in needles. Masochistically, he squeezes it as hard as he can, grimacing in pain as the blood streams from his fingers and palm. He continues walking and is visibly thirsty. He comes across some water that seems to blend into the sand - a mirage? Judging from the surreal nature of the rest of the video, I believe we are to assume Joe is delirious and what he's seeing are the visions of a dying man.
A woman appears who is reminiscent of mythological female figures in her draped (but revealing) attire. She has eyelids painted to look like eyes and never speaks. She opens her hand and flames appear. She dives into the "water" and takes Joe with her.
They wind up in an "alternate reality" - a river, a forest - but the film has been treated so that the colors are on the opposite side of the spectrum than what they normally would be, like what would happen if a negative was overexposed. This is called "solarizing." Joe is not fazed at all. He looks around him and watches the woman pouring water from a pyramid-shaped container. When the camera follows the water, however, it becomes sand pouring onto the desert from earlier. Oblivious, Joe walks through the forest, the woman appearing and disappearing, sometimes in multiples.
Suddenly, Joe goes from walking through a forest to appearing behind a fountain inside what looks to be a Greek temple, with its columns and marble. The fountain serves to thematically connect the room to the water that has appeared in all of Joe's "visions" in one form or another. He is no longer dressed in a black outfit, but in a casual T-shirt with a jacket over it. The woman also appears, dropping from the air. She appears to be engulfed in flames, becoming part of them, phasing in and out. Joe holds out his hand as she did earlier, and as earlier, a flame appears above it in the shape of the woman. He closes his fist to capture her and she disappears.
Suddenly he appears literally "naked as the day that [he was] born" but he must be wearing flesh-colored underwear as nothing's visible that shouldn't be (not that I was looking...) He crouches into the fetal position and is enwrapped in a Joe-sized egg as the scene changes back to the desert. Joe now has a guitar and he plays it next to the giant egg, then moves away from the egg and starts rocking out, spinning, hopping, throwing that guitar around, playing the hell out of it (obviously, we're at the guitar solo segment of the song). He finally throws the guitar high into the air and it crashes to the earth, breaking apart completely, then disappearing into the cracked, dry ground.
The woman appears again. Behind her is a forest, now naturally colored. She waves her arm. A guy in a hood - the grim reaper? - appears beside Joe. The scene is blending desert and forest - a very well-done visual arrangement. The solarizing begins again, although not as dramatic. Joe holds up a book between himself and the hooded figure.
The camera zooms in on the book and when it pulls back, the scene has changed again. Joe is wearing a red silk shirt with the first two buttons undone, revealing a bit of chest. He's in a red room filled with piles of books. He begins to turn the pages of the book as he sings about taking "all the trauma, drama" etc. He lifts up the book and the words fall off of the pages, each on its own little piece of paper, like when kidnappers cut words out of the newspaper. All the little bits of paper blow around him, and he starts ripping out the pages as the song builds in intensity.. "the violence and aggression, the bitterness and scorn.." Finally he throws the book behind him entirely. "Give it up!"
The final image we are left with is Joe back at the desert, removing his hood... the hooded man was him! My interpretation is that he has become the figure of death by dying himself from thirst and heat exhaustion. The camera zooms in on his eyes and freezes on them... the eyes of the confessor?
It's a bit surreal for my tastes, but visually, it's very sophisticated and a nice change from "Joe the clown." His intensity in this is absolutely palpable and I like it.