I really liked the episode, though I would say the Sandy storyline was by far the weakest for me. It picked up when Betty went off looking for her, but its overall significance was neutered by the fact that we obviously didn't know the girl well and her storyline was awkwardly displacing the ones we actually came to see. The fact that she had a long conversation with Betty before we even got to see SCDP was strange. It wasn't so bad, but at the same time, it couldn't be expected that we would be that attached to her when she left. Still, I feel like those scenes were just the beginning of a larger arc-- either with Sandy or with Betty's motherly behavior (it's important to note, for instance, that Sally is an adolescent at this point and Betty is loosening her reins quite a bit on her now. She might need some place to dispel all that motherly guidance)
Roger's story was for me the star of the night, with his longterm arc really brought into focus by this episode. Everyone around him is dying and although he doesn't claim to, he feels horrible about his life, which seems to be trapping him. He talks about the endless doorways to his doctor and how life never changes and you can definitely see it looking at where his character has been going for some time. He's been acquainted with 4 notable women in his recent life (Mona, Joan, the one he just divorced and Megan's mother) and other than his financial support in some instances he really doesn't mean much to any of their lives. They continue going on whether he's around or not and he is left with no one who really understands him or is at his side daily. His importance at his job is rapidly diminishing and each day is a monotonous grind of wittily greasing the wheels of business associates. He really is an embodiment of the sad clown, and it's clear he feels death creeping ever so slowly towards him.
The only time he seemed to have escaped the miserableness of his life were those times he took LSD, which doesn't bode well for him given that I believe he will soon realize that his only joy in life is drugs and may eventually spiral into addiction
Don's also facing somewhat of an existential crisis, because whether he understands it or not, the subconscious symbolism of death in his ad treatment was unmistakable. This isn't to say he wants to die, per se, but maybe he's on his way to taking a step forward in his life that he had never imagined. The desire to break his habit of sleeping around reinforces this idea, given that it represents his need to change his life around..