"As I bled to death, as my very life oozed out of me, all I could think of was something the great negro James Baldwin had written, 'People pay for what they do, and still more so for what they have allowed themselves to become, and they pay for it very simply by the lives they lead.'"
Delacroix says this as he is dying after being shot by Sloan. His statement is that he caused his death: the pain that has occurred took place because he allowed it to happen, and he and we as a people have the great power to choose.
"They had demographics, [you] don't."
Sloan says this to her brother when he wants her to get him and the Mau Maus on TV because they could be like The Partridge Family. She is saying there are people who watch that, but won't watch the Mau Maus.
"Well then the real question is, whose puppet are you?"
Sloan says this to Manray after he's enraged by her having slept with Delacroix. He sees her as being his puppet, but he is so blinded by being hurt that she puts before him the reality that he too is a puppet in Delacroix's horror show.