I like Angel Fish's method. After your weird characters die, give a short description of whose side they were on and what they did. You can probably get away with not telling them anything in some themed games (Bladerunner was a good example - it wasn't hard to work out that the replicants were [allegedly] the mafia, and Deckard and the other bladerunners were cops), but in normal games nobody will know what's going on.
I haven't seen the "you can't reveal your role" rule properly enforced yet (there have been some roles that weren't allowed to say anything, and DP encourages us not to say anything unless it's an emergency). I will be interested to see how it turns out - we'll have to play more logically...