Since people are getting deep here, let me throw out some observation's I've had:
Each episode is a commentary on ideals versus reality of some topic.
Episode 1 is love and companionship
Episode 2 is art and purity
Episode 3 will be about effort (not a spoiler: you can find this info in the Japanese lead in)
Furthermore, the names of each of the clubs signify these themes:
"Cupid"
"Misogi" -> The act of purification underneath running water... in english Ablution
"Soleil" -> French for "sun"... don't stare into it
Episode 1 is a struggle between one's urge for love and one's reason that love is nothing but a human weakness to be overcome
Episode 2 is a struggle between being true to one's personal art and making art into something that other's can enjoy
Episode 3 is a struggle between something I can't really tell you about yet, look forward to it
Also, if you think carefully, you'll see that the choice that's made the next episode is always a reaction to the choice made in the previous one.
First he goes from the tennis circle where cliques ruled to a movie circle which specifically advertised its comradery "Let's make movies _together_!" they said.
Then after experiencing a complete lack of purity in the movie circle, he joins a cycling circle that's all about the ideal.