Let's take a second to address the question that's burning in everybody's mind: why a marshmallow man? Well, all through the movie there's a theme of the money-grubbing commercialism of the modern world. The Ghostbusters, themselves, are a for-profit organization, complete with their own cheesy commercial.
When Egon tells us that the Ivo Shandor's cult of Gozer decided that;
EGON: Society was too sick to survive
We figure one of the main things those Gozer-lovers were sick of is modern society's love affair with money and material things. This makes it kind of ironic that Gozer ends up becoming the Stay Puft Marshmallow Man, a corporate mascot, in order to destroy the world.
In a way, though, it seems totally symbolic of how society is destroying itself with commercialism. Part of Gozer's deal is that humans choose the form of their own destruction, after all. It's both hilarious and heartbreaking the way Ray feels betrayed by the mascot that comforted him as a child at summer camp as he roasted marshmallows.
Could this be symbolic of the way the corporate powers are betraying consumers by hoarding wealth? Yeah, maybe. Or it could just be showing how marshmallows are sick of being skewered and roasted alive.