As much as I like 'Lost', I do think it is a frustrating show to watch simply because nothing throughout the entire series has ever been answered in any episode. Even when I saw the ads for the season finale, I thought to myself "I bet it doesn't answer much at all". I was right.
I do have a theory that came to me a few weeks ago out of the blue about this show and the big twist that I think it may have. Keep in mind that this is only a theory, and is not based on anything I have read (which, in fact, is zero anyway!). It doesn't quite answer all the questions, but I reckon it still makes a bit of sense.
My theory is that the 'survivors' on the island are in actual fact, dead. They are 'lost' between worlds (the living world and the spiritual world). When one of the characters fulfil their purpose on Earth, they then move on (or die on the show) to the next world. It would explain why Locke isn't a paraplegic anymore, and why the tubby one isn't losing weight despite being stranded on this island for more than a month!
I dunno. Like I said, it's just a theory.