What I love about Mad Men the most is the massive amount of details put into every aspect of the show.
You can rewatch every episode, watch the commentary tracks and read reviews and message boards and still find new stuff.
For example, the psychological debate whether the person or the situation is the more important factor for human behavior has been presented by two metaphors that use the same picture but express oppositional conclusions -
Bert Cooper: A man is whatever room he is in. (1-12)*
Don Draper: When a man walks into a room, he brings his whole life with him. (4-08)
* (allegedly a Japanese saying... but all google results seem to be tied to Mad Men)
What's the message that the writer(s) want(s) to convey here?
I don't think they want to "answer" the debate, so I guess it's a comment about the characters.
Presumably about Don, because he heard Bert's conclusion and a few years later said the exact opposite. But Bert said it to help Don, to disburden him! Maybe the fact that Don believes the opposite should have reminded us that he still feels the guilt about his past, "his whole life" from being a whore child to desert his country to let his brother kill himself to have Betty divorce him.
On the other hand, Don used his comment in his diary in "The Summer Man", after the turning point of "The Suitcase" in what seemed to be the start of a new, more hopeful, more optimistic Don Draper. He starts anew but at the same time he reminds himself of his past. Maybe Don is finally learning to integrate his past and his present.
In season two, he told Peggy "It will shock you how much this never happened" and thus said to her that lying about and running from his past is a viable option. (2-05)
In "Tomorrowland", he told his children that Dick is his "nickname sometimes", although it would have been easy to make up a lie (4-13).
He told Faye that he's "tired of running." (4-10) and three episode later he settled down and proposed to Megan.
So, does this all fit together? Maybe Bert's philosophy was Don's as well for a long time: just play the role "the room" dictates to you, there is no past, there are no consequences ("I live like there's no tomorrow because there isn't one", 1-01).
Then he saw the consequences coming. Betty divorcing him (because of his behavior). Allison leaving the office (because of his behavior). Anna dying without Don talking to her for a last time (because he didn't call in time).
And there was Peggy. In "The Suitcase", he saw how he hurt her, but at the same time he felt a bond of friendship between them, that's been based on years of support he showed her (between all the abuse).
He realized the consequences his bad, as well as his good deeds have on others and ultimately himself. And then he tried to start anew, although this time he would not disclaim his past.
So... I guess there might be a real development, a real growth in Don's personality, although it will take a long time (7 seasons...). And it doesn't take the easy route and who knows what the marriage (?!) to Megan will bring with it.
Still, I have the hope - for Don as a character and for Mad Men as a show - that we will see growth. Although I love The Sopranos, getting beaten to death with the mantra "people don't change" isn't the message I want to see in every TV drama. "People can change but it takes a long time and many set-backs will happen" isn't a clichéd happy ending, it's a route that can be very satisfying and I think it's the one Mad Men will ultimately take.
There are 39 episodes left, let's the where the first two will take us tonight.