I (finally) finished watching Lost Season One, and I've developed my own personal conspiracy about the show, which I'm unsurprisingly going to foist on you. Here it is. Losties only if you don't want to get too confused:
J.J. Abrams and Co. planned that the show would be a group of people who died in a plane crash but must spend their time in purgatory until they've resolved what unfinished spiritual business they had on earth. This would not be revealed to the audience, but these facts would be hinted at throughout the show, until finally there would be a "moment of clarity" as the last of the characters, assumably Jack, passed on into Heaven at the close of the series. They followed this strategy throughout the first season without incident.
But after the season finished, the overwhelming popularity of the show and the deductory work of its audience prompted a re-think, and the makers of the show decided to change the point of the show. Lost became less of a spiritual metaphor and more of a government conspiracy, a deep mystery that constantly needs further unravelling. The creators figured that they could spin off on this industrial mystery bit for an infinite amount of time, until finally revealing the secrets at the end of the show. Or, if that failed, reveal that after all of this, it really is just purgatory after all.
I think the latter is unlikely now, though, as the creator's little hints have become in-jokes: "Bad Twin," the reference-heavy novel released by the creators of the show, is written by Gary Troup, an anagram for - you guessed it - "purgatory." Even Entertainment Weekly figured that one out without breaking a sweat. When you've reached the point where you're just toying with your fans, you've either got everything well under control, or you're desperately clutching at straws and pretending that "hey, guys, you haven't figured it out yet! Here's another character with mysterious connections and a shadowy past! See you next season!"
But I'll tell you, if Michelle Rodriguez reappears next season for no logical reason, I'm tuning the whole show out for good.