Trivia: Cinematic legend and Sam Raimi regular Bruce Campbell plays Darkman in the final shot.
Trivia: During a scene in the movie, Darkman cries out "JULIE.". The voice of Darkman for this scene was not done by Liam Neeson, but was in fact done by Bruce Campbell. http://en.wikipedia.org/wiki/Darkman#Darkman_Trivia.
Trivia: Director John Landis and actress Jenny Agutter both have cameos in this movie as doctors. And let us not forget that John Landis directed An American Werewolf in London and Jenny Agutter starred in it. Jenny Agutter is not credited at the end of Darkman, only John Landis is.
Trivia: Sam Raimi wanted Bruce Campbell to star, but was overruled. There are clear similarities between Liam Neeson's performance and Bruce Campbell's decomposed alter-ego in Army of Darkness (and as anyone with a brain knows NOW, Bruce Campbell is a genius who could have played the role perfectly).
Trivia: Footage from Darkman's psychedelic "freakouts" (in particular, the animated footage of nerve-endings "firing off") was re-used in another of director Sam Raimi's films- 2002's "Spider-Man." (Although the footage was digitally altered to change the colors and add CGI spiders to the shot).
Trivia: The construction site where the climax takes place was a real 3-story set. Due to the budget, the actors often didn't have safety wires. Co-star Colin Friels actually fell from the top and broke his femur during filming. Ever the professional, he came back to set as soon as he got out of the hospital.
Trivia: Supposedly, the studio didn't understand the film, and cut many vital scenes before locking the picture. The weekend after "Darkman" was locked, director Sam Raimi, his producer and his editors (allegedly) broke into the studio, added back in about 10 minutes of scenes the studio had deleted, and had this new restored version mastered and prints made from it. The studio heads were furious when they found out, but had no choice but to use it, since the first screenings were only 2 days later.
Trivia: According to composer Danny Elfman, when Darkman is splashed by water from a passing car after escaping the hospital, that was him throwing water at Liam Neeson with a bucket. Elfman had never met director Sam Raimi, and visited set to interview for the job of scoring the movie. The second Elfman got to set, Raimi introduced himself, told Elfman he loved his work and wanted him to score the film... then said "Let's get to work!" and asked him to throw a bucket of water at Neeson.
Trivia: The studio really wanted Julia Roberts for the role of Julie, but she had just broken up with star Liam Neeson, whom she briefly dated. They did hold an audition together and were cordial with one-another, but Roberts had her agent politely turn the offer down, since she felt too awkward and sad working with an ex so soon after the relationship ended.
Trivia: When Eddie Black is listing off his three points, when he gives his second point, pay attention to Ted Raimi as the camera moves forward. He glances offscreen (presumably at a crew-member or the director), realises he's on-camera, looks surprised, and quickly looks back forward, pretending like he didn't just look at something off-screen. Technically not a mistake, since you could argue he was looking at something in the scene, but it's clear he made a slight flub, so it's amusing to look for.
Trivia: Co-Writer Ivan Raimi has a cameo as a doctor in the film, in the same scene in which John Landis and Jenny Agutter also cameo. (He's the doctor who is front and center in the frame after Agutter says the line "I'd give him a nine on the 'buzzard scale.'") In addition to being a part-time screenwriter, Ivan is actually also a doctor in real life.
Trivia: During the sequence in which Darkman/Peyton is hanging from a helicopter, he is slammed into by a beige car at one point. This is director Sam Raimi's Delta 88 Oldsmobile, which he has put in almost every one of his films. For added bonus, we briefly see two men driving the car (who are seen screaming as they are about to hit Darkman). They are the famed directors Joel and Ethan Cohen in a cameo, as they are friends with Sam Raimi.
Answer: It's just psychedelic imagery to try and show his fragile state of mind and how he's losing it. The shattering light-bulb is likely to show that his mind is "shattering" (as light-bulbs appearing above someone's head are often used to signify brains/ideas in fictional, particularly cartoons), and the marionette "dancing" is the first part of the recurring motif in which he sees himself as a "freak." (Which is paid off later when he starts singing a demented song about "Paying five bucks to see the dancing freak!").