Follow You Down

I think this is about Doug, their loss of a friend, and the loss of their creative force:

"Did you see the sky, I think it means that we've been lost"

Doug dies (think Angels --> sky) and they are all (the whole band) lost.

"Maybe one less time is all we need, I can't really help it if my tongue's all tied in knots"

And struggling to recreate what Doug had on NME. No lead songwriter, "Tongue all tied in knots".

"Jumping off a bridge, it's just the farthest that I've ever been"

Refering to suicide and the craziest the survivors have ever been.

"I know we're headed somewhere, I can see how far we've come"

The band came so far with Doug, but they don't know where they're going. But they recognize how far they've come.

"Let's not do the wrong thing and I'll swear it might be fun"

They have to keep doing the same "right" things to maintain their popularity and keep the lifestyle Doug helped them achieve.

"It's a long way down when all the knots we've tied have come undone"

You building something very fragile -- think of tying sheets together. But then the knots come undone when you're very high (very successful) and you see just how far you have to fall.

"How you gonna ever find your place Running in an artificial pace Are they gonna find us lying face down in the sand"

Now fans, etc. want more of NME. But that's a different place than Jesse & Robin and the remainders. But they have to stay in the "artificial place" being someone they aren't. And the result may be a huge collapse and being found face down in the sand.

"So what the hell now, we've already been forever damned Anywhere you go I'll follow you down..."

And already some critics and fans were saying the band was doomed with Doug's death, the "forever damned" by those with those allegations. So by ending with "Anywhere you go I'll follow you down" (but without the "but not that far", they're saying that Doug killed himself and the band was following his path to death.