Here is how I think lost will end by Hopefully optimistic

I really hope lost has a good ending, but I think to get a good idea of the end you just need to look at one of jj abrams other creations, namely Alias.

It was a show that had some really conspiratorial and far out stoy lines. The most prominent of which was the story a "Rambaldi", an invester and prophet of sorts who was centuries ahead of his time, and a lot of the show revolved around decoding his mysteries and working out his grand plan.

In the end, the main antagonist of the show, Arvin Sloan worked out Rambaldi's riddle and became super stong and it was implied that he was immortal and would live for ever. Which is kind of interesting, but then in quite a cool twist he's left to spend eternity trapped alone a in cave.

so that was quite cool, but we never really found out the origins of Rambaldi, where he came from, how he was able to predict the things he did, how he was able to forsee the future. What I'm saying is that the vast majority of the mysteries that were there in the beginning remained there at the end.

And whilst I really hope that doesn't happen to lost, I think it is at least a possibility that the vast majority of the many mysteries that have been raised will remain unsolved.

So my theory is that the last episode will probably see everyone back on the island in one unified time line, and they'll all realise that the island is where they belonged, and I'll bet you now that the following mysteries will remain unsolved:

The numbers
Jacob
Jacob and his cabin
The smoke monster
how the island is able to travel through time
et al

hopefully I'm wrong, but we'll see.