He wanted to be the center of attention so badly he couldn't stand it. After the assassination he was right where he wanted to be. You can see it in his smirk.
In his mind, he was finally getting the respect he deserved.
To your statement, in some ways, one can see Oswald as being an early precursor of the late teens, in their 20s shooters like Jared Loughner, the shooter in Arizona.
That psychological profile fits him better in my opinion than the speculation, maybe wild speculation he had ties to the government.
I watched the CNN special last night, one thing is true, Oswald lied in custody about buying the carcano through the name of Alek Hidell.