I also just saw this movie a couple of days ago on the recommendation of "Newsweek" and Maximus. It is well worth seeing, and very thought provoking as has been noted.
As Patio said, I too saw David's futile devotion to the blue fairy as a parallel to human prayers. So many pray, and it may often seem even to a person who has faith that God is as mute and unresponsive as the object of David's 2000 year long prayer. And yet his faith was so strong that he was willing to do anything to be able to implore the blue fairy in person.
I was also intrigued by the scenes in which David discovers his creator's workshop, full of half-completed and ready-to-ship 'Davids' and 'Darlenes', and his response to this knowledge. More of his kind, programmed to seek love, and already prepared for adoption by parents starved for something to love (but you can always send it back to the factory for destruction, if you get tired of it). But David already knew the terrible price of that love. It seemed to me that his dispair at the prospect of endless copies of himself, positioned to suffer the pain he was enduring, was what prompted him to throw himself off the ledge into the oblivion of the waiting waters below. I felt that it was a metaphor for the endless stream of humanity which often suffers through this life. What is the excuse of God for perpetuating it, if he has the ability to prevent it (and killing everybody at armaggedon, is not preventing it).
Maybe, I am just viewing things from a negative vantage, but I felt that the movie was largely about the futility of the search for ultimate acceptance. David, an artificial boy is programmed, albeit ingeniously, to love his 'mother', and to seek love from her. But, he is rejected, thrown unprepared out into a vicious and exploitative world by the very one he so yearns to love him. Her failure to give him the love he wants, is not his lack, but her own selfish, or human motivations. It cannot be his lack, because he was functioning within his design parameters, but he perceives it as his own failing. If he was lacking, it was not his failure, but the failure of those who created and used him. Even so, he struggles and sacrifices in the hope of obtaining even a few brief moments of love from the source which had rejected him. And yet, he is a constructed machine, and is the love he gives or recieves anything more than an illusion. (kind of like the love the org. gives)
I also focused on the lines spoken befor the one about God creating man to love him. It was something to the effect of what is the responsibility of a creator to those he has created? To me there is a lot to think about there.
Well, I guess I will get off my soapbox now. I heartily recommend this movie!