The Yellow Brick Road
The most famous road in movie history has been analyzed to death and is probably one of the most famous metaphors in the English language. Though some believed that Baum intended it in his novel as a symbol of the financial gold standard (and the Emerald City as corrupt Washington, D.C.), most of us see it as a symbol of the journey of life that everyone has to take, filled with thrills and dangers and holding the promise of something wonderful at journey's end.
Sometimes this tempting road leads to success and enlightenment, and sometimes it's just plain deceptive and disappointing, like in Elton John's interpretation, where the road represents dazzling but hollow big-city life. ("I should have stayed on the farm/should have listened to my old man.") Psychoanalytic types have understood it as a road trip into our unconscious minds, where our deepest fears and wishes are explored and conflicts worked out.
For Dorothy, it's a journey where she discovers many things: the lure of adventure, the exciting possibilities outside her sheltered life, and a lesson about the real meaning of growing up and the comforts of home. The road seems exciting at first, but ultimately leads to the realization that Wizards are just ordinary people and that our sparkling dreams sometimes aren't all they're cracked up to be. The message, though, is that you gotta take the journey to find that out.