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Blur – Under the Westway Lyrics 13 years ago
It seems, at least to me, that the whole song is talking about how the modern world seems less beautiful when you consider how it's changed.

"There were blue skies in my city today
Everything was sinking, said snow would come on Sunday"
Even though things are fine now, the only concern is how the future must be bleak, and that's what people focus on. Not that it's sunny today, but that soon it'll be miserable and the weather will be terrible.

The difference between dreams (actually wanting something), and the "men in yellow jackets" that put adverts into your dreams; people don't want things anymore because they care, but because they're told to. It's got to the point where you have to pray they switch off the modern 'machines' so we can go back to appreciating things.

It mentions about the difference between the night sky and jet planes, communicating with people or fretting over technology, which seems to suggest that everything natural and simple is gone, and people are more used to communicating with money and warnings (sirens).

Saying about how the "Last Post sounds just like a love song", then apologising for expressing his feelings and singing means we've gotten to the point where displays of emotion are uncommon that they seem odd, and displays of emotion such as the Last Post seem like a love song to some.

Picking up 'short wave(, somewhere they're out in space)' references how we quickly went from nothing, to radio, then to television and the internet, how the world is moving forward so quickly it's difficult to stop and appreciate it anymore without people noticing.

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