'Great White Way' The Nevada Desert is a vast salt flat that stretches across the whole of the SW behind the Sierra Nevada Mountain range.
Greg Kohs added: "The 'Great White Way' is the commonly known nickname of Broadway theater district in New York City."
This would tie in nicely with the notion that the song is about a celebrity who knows they are about to be exposed in the tabloids.
'We'd bridge and tunnel into day'
Karl Whitmore pointed out that 'bridge and tunnel' is a term for people commuting into Manhatten from the suburbs via the bridges and tunnels that connect the island to the rest of New York. It's generally considered a pejorative term, apparently indicating a lack of sophistication.
Dayglo Jesus on the Dash'
If you visit the Vatican, you can go to their gift shop and buy loads of tacky tourist crap. All of them have been blessed by the Pope, including the classic Dayglo Jesus! If we are to infer anything from the cover art, the Dayglo Jesus in question is a copy of the huge statue of Christ the Redeemer that stands over Rio.
This is the innocuous-sounding term used to describe when soldiers are fired upon by members of their own side when attempting to engage the other side. A 1918 story in the New York Times uses the phrase in the specific way it is used now, and certainly WWI is the origin of the term 'friendly' to describe ordinance passing over the heads of troops in their trenches.
The Agave flower is native to desert regions of the western hemisphere. The most common example is the Agave Americana, the American century plant which flowers only once between the ages of 15-25 years.
American State near California. Much of it is desertified; it contains Death Valley, the hottest recorded place on earth. Like Arizona, the soil is very salty.
Brewer's: "A fabulous Egyptian Bird, the only one of its kind according to Greek Legend, said to live a certain number of years, at the close of which, it makes in Egypt a nest of spices. It then sings an melodious dirge, flaps its wings to set light to the pile, burns itself to ashes and comes forth with new life. It is also a symbol of the resurrection."
Additionally, Greg Kohs said (correcting my original entry): "Phoenix is about 450 miles south of the Salt Lake Valley, whose central city is Salt Lake City."
Lyrics: Steve Hogarth & John Helmer