Jesus Christ

Some lyric interpretation:
"Jesus Christ, that's a pretty face, the kind you'd find on someone that could save." - Jesus died for our sins but he would find it hard to believe that he got into heaven.

"And I will die all alone, and when I arrive I won't know anyone." - None of his friends will be where he goes in heaven or hell.

"Well, Jesus Christ, I'm alone again, so what did you do those three days you were dead? Cause this problem's gonna last more than the weekend." - Jesus died and was in hell for three days: Friday, Saturday and Sunday. So what he is saying is he is going through struggles and he wants to know how Jesus got through his hard times.

"Well, Jesus Christ, I'm not scared of dying, I'm a little bit scared of what comes after. Do I get the gold chariot?" - This is referring to the Bible were Elijah the prophet ascended to heaven in a chariot of fire.

"And at the gates does Thomas ask to see my hands?" - When Jesus was resurrected, Thomas needed proof that it was really him, so he asked to see the scars from the nails that nailed him onto the cross.

"I've had some time, O Lord, to hone my lying technique" - We will never know when our time to go is and that he might not be ready at this moment.

"So do you think that we could work out a sign so I'll know it's you and that it's over so I won't even try." - This is asking Jesus to tell him when he is beyond saving so he can stop trying to be good and just give in. He knows that the time will come for Jesus to come and that everyone has sinned and we all fall short of God.