Lyric discussion by $p$ 

Cover art for Coma lyrics by Stone Temple Pilots

I believe this to be another one about Mary, especially the first part.

"Tar and feathers" = euphemism for drugs and alcohol, and self-destructive behavior. "High road" - either drugged up lifestyle or just judgment and lectures in general. "You left your guru out there hangin'" = feeling alienated because she won't take his advise.

"It's just a game but no one's playin'" - A relationship gone into a serious stage.

"Don't stay" - Don't keep yourself trapped.

yeah most songs off of shangri la dee da are about mary... probaly even secretely hollywood bitch