Summary: It is quite odd that this story appears as a lectionary text. There are no words or teachings of Christ. I will pair this up with Jesus feeding everyone immediately following all of this.
It is quite striking the contrast between the work of the powers in this world and the powers of Christ: Throw a banquet for pleasuring the wealthy with sex and macabre vs feeding the poor; decapitation of the noble; recapitulation of all things, including human failings, into the cross.
Some words of juxtaposition: Herod's meal vs Jesus' meal
Note I will also bring in Ephesians 1:3-14, which is the selected New Testament paired with this Gospel.
ενεχω ("hold a grudge", 6:19) The word for "hold a grudge" is literally "have-in (ενεχω)" kind of like have it in for someone. Jesus, on the other hand, has compassion (6:34)
αγιος ("holy", 6:20) There is an odd juxtaposition this week: Ephesians says we will be holy before God; here John is considered holy (αγιος) before Herod.
δειρνον ("banquet", 6:21) Herod throws a banquet here (δειρνον). The next chapter Jesus will throw a meal for his disciples and the 5,000.
μεγιστασιν χιλιαρχοις πρωτοις ("magistrates, high captains and 'the firsts', 6:21) Mark really lay it on thick here letting us know the power and status of the guests. Quite a contrast to the poor nameless masses whom Jesus serves. Interestingly, the word for "groups" as in Jesus puts the people in groups is πρασια, which Liddel Scott says is "properly a bed of leeks: generally, a garden-plot." Instead of divisions Jesus puts them into groups for planting!!
ηρεσεν ("please" from αρεσκω, 6:22) Herod's main goal it seems, is to please himself and his guests. Jesus goal is not to please himself but to χορταζω (satisfy!) the people. This is a distinction worth pondering.
περιλυπος ("grieve", 6.26) Herod is deeply grieved (περιλυπος), the same word of Jesus in the Garden (I am deeply greieved). Interesting to observe how quickly Herod goes from enjoyment to grief. This is a reminder about a world in which pleasure becomes our main objective, for its trills are fleeting!
αποστελλω ("send", 6:27) Herod sends (like as in sends an apostle) to order the execution of John the Baptist. Jesus on the other hand, sends his disciples to feed people.
αποκεφαλιζω ("behead", 6.27) Herod orders John αποκεφαλιζω (beheaded); this then presents a fascinating juxtaposition between the Ephesians 1 text and this one; Jesus ανακεφαλιοω (Eph 1:10, recapitulates, brings all things together, heads all things up) whereas all Herod can do is decapitate.
Some other minor comments:
6:14 Herod hears that Jesus' name has become known (or manifest: phaneros/φανερος). Jesus warned in 3.12 not to make known (phaneros) what had happened; and that in 4.22, things will be made known. Well, now things have been made known and the result is not good.
6:14 The word "dyanmis" (δυναμις) continues to "manifest" itself in Mark; here it is in the plural which means it should be translated miracles.