Mad Men's "The Strategy" takes a break from the surrealism of the previous two episodes, "The Monolith" and "The Runaways," to give the audience an elemental story about these characters in the penultimate episode before the show takes a year long hiatus.

For many of the denizens of Mad Men's world—especially the women—the episode is about taking ownership of a path. Megan, leaving Don and New York behind, confidently takes a gulp of red wine on the airplane heading back to Los Angeles, in a moment that oozes with finality. Joan rejects an offer of marriage from Bob Benson, who offers her stability as his beard. "I want love," she says. "And I'd rather die hoping that happens than make some arrangement. And you should too." And, of course, the episode's m.o. is summed up in that perfect moment of Don and Peggy slow dancing to Frank Sinatra's "My Way." The song is, in so many ways, right on the nose, and though it is inherently corny, the moment transcends it. 

The tables have turned on Peggy and Don since season four's magnificent "The Suitcase." She's the one that calls him in to work over time on the pitch for Burger Chef. She's the one in a state of crisis. He's her employee, even though Pete wants him to deliver the pitch to the client. In typical Mad Men fashion, working on the pitch–which is initially supposed to focus on a mother feeding her family with Burger Chef—stirs up potent emotions in the characters. "The hell do I know about being a mom," she says. "I just turned 30, Don." He responds: "shit," but then tells her: "I worry about a lot of things, but I don't worry about you." Peggy, meanwhile, transforms her pain—her "what did I do wrong?" questioning—into a brilliant pitch, just like Don did so many times before her. This is her "Carousel" moment. "What if there was a place where you could go, where there was no TV, and you could break bread? And whoever you were sitting with was family," she smiles as "My Way" begins to play. 

Paul Anka adapted "My Way" from a French song for Sinatra after Sinatra told him that he was on the verge of quitting the business. In Sinatra's New York Times obituary, Stephen Holden wrote: "The moment when Sinatra and his style of music seemed the least fashionable was in the late 1960's, when the youthful rock counterculture dominated popular music." The song, though ubiquitous, is also an anomaly, a traditional ballad that becomes a hit in the rock era. Don and Peggy are also anomalies. They are a man and woman who have deep feelings for each other, and yet their relationship is decidedly platonic. They are each other's biggest adversaries and strongest champions. They are both loners, who have a tendency to isolate themselves from friends, lovers, and family. 

The episode ends with Peggy and Don bringing Pete to a Burger Chef to explain her concept, making Burger Chef's pitch about family rather than moms. And though Pete is initially resistant—his interactions with Trudy and his daughter this episode prove he barely has a family any longer—he agrees. The episode ends with the three of them laughing and eating burgers together. This is their family. This, for better or worse, is their way.