What is the overall message of this movie?

Not to always root for the underdog.

correct

I'm not sure even Oliver Stone knows. Many contradictory statements from him.

I always viewed it as a stick in the eye at the media in general. The problem is that the media doesn't possess any sort of self-awareness to recognize its inherent flaws and faults.

No media personalities watched this movie and concluded that maybe they don't cover criminals responsibly. I mean, journalists still romanticize criminals and murderers all the time. Rolling Stone romanticized one of the Boston Marathon bombers on the cover of their magazine, made him look like a teenage heartthrob.

That.

And I guess a warning at the end of the film that the criminals will eventually turn on the media itself?

Dunno.