Well with Room 237, I don't think the director even wants you to take most of the theories seriously, he just wants you to be dumbfounded by the fact that there are even people out there who think like that. But like I said, some of them ARE pretty interesting and thought-provoking.
I actually have been meaning to go back and watch The Shining and Room 237 back to back.
Also, that's an interesting note about directors and what "feels" right to them. I'm reading a book right now called "Looking at Movies," which is about formal criticism of film. The authors always stress how the directors are constantly making decisions about elements in their films that are supposed to mean something -- the angle of a shot, the proliferation of a color, the speed of the editing, etc. It has really made me wonder how much of what we see on the screen really is THAT deliberate and how much is not.