Lots of us here have focused on opposing dualities - battles between polar opposites such as "Dark" and "light" and "free will" and fate". But I've been thinking this show is more about the interdependence between both sides of a duality - about how each side needs the other to exist, and how, as time progresses, each will give way to the other in a cyclical pattern.
So that sounded pretty heavy. :) I'll try to make it concrete. Way back in Season 1, we saw how each of the Losties came to be on the island. For most of them, pretty "dark" or messed up circumstances had led them to be on the plane (arrests, deaths, terminal illnesses, being conned, etc). Then their arrival on the island erased those circumstances; each had a fresh start to be whomever they wanted. Out of the bad (the crash) came the good (a new start in life).
Boone's death is a great example of this, and is honestly what got me thinking about this in the first place. Without Boone dying, Locke would have never been pounding on the hatch door, which saved Desmond (and possibly the world). Also, Aaron's birth just happened to coincide with Boone's death. Out of death, life.
Conversely, I think the show more than illustrates that old adage that "the road to hell is paved with good intentions", or that horrible results can come from supposedly "good" actions. Most of Kate's attempts to help Jack and/or the camp have had less than desirable results (loss of the guns, blowing up of the sub). Michael's admirable aim to get Walt back eventually led to two deaths and the whole first part of Season 3, with the cages. Even the O6's return to the "real" world only led to more heartache and misery. So it would seem that out of good comes bad, as well.
So I guess what I'm saying is that the theme of this show - and possibly the endgame - has much more to do with the shades of gray (free will AND fate, black AND white, light AND dark) than with oppositions (black vs. white, light vs. dark, free will vs. fate). Since TPTB have reiterated that this is a show about redemption, I think this fits nicely. Rose and Bernard are physical embodiments of how opposites - black, white, male, female, spiritual, scientific - can come together and create new peace and balance (a third choice) by working together instead of against each other, and this is what I think the show will ultimately show us: that all of this fighting and having battles and wars and drawing lines in the sand is ultimately pointless. Without any darkness, light would mean nothing, and vice versa. We must learn to embrace the potential for both, in the world and in our selves, in order to strike any balance and make any progress.
Now I doubt that any of our characters will do this, besides Bernard and Rose. But I think this will be the lesson ultimately transferred in the final episodes - that we've had it all wrong for centuries, and that's why we're all Lost.