What is the overall message conveyed by the play King Lear?

For me the most important overall message (And I say "most
important," because this is Shakespeare and there are, potentially, ump-teen "overall"
messages.) would have to relate to the fact that the play is a Tragedy, and as such is
meant to focus on the fall of a great and noble character due to a tragic
flaw.

Tragedies, while not really meant to instruct the
audience, are certainly intended to show how our own human nature is our worst enemy,
and the more closely we look inside our own hearts and minds for the reasons our life is
as it is, the more we'll understand the world around us.  And in King
Lear, Lear himself, suffering from the tragic flaw of a prideful and
self-righteous nature, learns to see the world through new eyes, even as he suffers the
consequences of his actions in the opening Act of the
play.

So, the overall message, for me, is to look beyond
the surface -- the title, job, sex or rank -- of a person to see what is in their
heart.  To not be too quick to listen to the easy words someone might speak, but to take
care to watch how they behave before judging them or their actions.  One of my favorite
moments on the heath, in Act IV, scene vi, is when Lear, who has alleged that he knows
so much about just behaviour and right and wrong
observes:

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Through tatter'd clothes small vices do
appear.

Robes and furr'd gowns hide all.  Plate sin with
gold,

And the strong lance of justice hurtless
breaks.

Arm it in rags, a pigmy's straw does pierce
it.

So, he understands that
clothes and position, ultimately do not make the man, but that we operate in the world
as if they do.  Of course, since this is a Tragedy, Lear learns his lesson too late. 
However, the audience does get the satisfaction of his reconciliation with Cordelia,
once he can see her for who she really is, even though this redemptive moment cannot
save either one of their lives.