2 themes: judgement and salvation of God
God had given Pharaoh multiple warnings before the worst of the plagues. Sometimes judgement falls on individuals, sometimes a nation, and sometimes both.
The firstborn died simultaneously at the same time - this shows God's completeness of His knowledge. Judgement fell on everyone equally; no matter the person's position in life.
Once God's judgment came, there was nothing the Egyptians could do to save themselves. God reserves the greatest judgment for the end.
Man's threats are not to be taken as seriously as God's - Pharoah's threat against Moses wasn't followed through on. In the end, Pharoah learned you can't negotiate with God.
The Egyptians were motivated by fear in encouraging the Israelites to leave.
Pharaoh had once offered to let the Israelites leave, but to leave behind what was left of their wealth/goods. In the end, the Israelites plundered the Egyptians. Salvation was purely from the Lord. It was open to anyone wanting to be saved. This also shows that God's salvation can come in a moment (blessed are you if you are ready).
There were many prophesies and fulfillment in this story.
God was keeping vigil (He will keep His promises). To show our gratitude, we remember what was done and praise God. God took the people on the harder, longer route for their own good. It is one thing to be saved, it is another to keep from being tempted to return to the old life. We must remember that God will always be there with His people.