I've never seen a whole episode...(I'm really bad about watching tv series on a regular basis)
Frankly, I just wonder how they can keep this show going for more than a couple seasons. Eventually they will have to spill the beans on all the little mysteries. Then, what are they going to do?
FYI, I was reading Entertainment Weekly. They outline the most popular "twist" theories of the series. Here they are (from and IMDB.COM Post):
"I Think I Know What Happens!!"--Some Commonly Discussed Theories
The survivors were all killed in the crash, and the island is some form of purgatory.
One of the more common theories around Lostralia. EW gives it a probability rating of 4 (out of 5). Nothing can be confirmed or denied, but as you'll see in a quote from J.J. Abrams, this theory doesn't seem to hold. "Perhaps they're all dead, but it isn't purgatory for everyone. It's heaven for some and hell for others," says Terry O' Quinn, who plays Locke. "That's a cool theory, but there are people who died on the plane, so it'd have to be a qualified purgatory," says creator and writer J.J. Abrams.
There was only one survivor--Jack, maybe--and the island is all a dream. The other survivors represent aspects of his personality.
Now, I haven't heard of this idea very much. I don't think it was even discussed in detail on these boards. EW gives it a probability rating of 2. This isn't the greatest idea in the world, and Jorge Garcia ("Hurley") agrees, he says, "It would bum me out if it was someone's imagination. It'd be like, 'Aw, you ruined it!'" Co-creator Damon Lindelof presents an entirely different point of view though, if sarcastically, "That theory is entirely correct, and that character is J.J. Abrams."
The island is a giant lab for mad scientist experimenting, thus explaining Lostzilla and his animal pals.
This has been discussed in detail around these parts, look a while back, and you might be able to find some of this stuff. I would definitely consider this a possibility. EW gives it a probability rating of 3. Evangeline Lilly (Kate) says, "I've considered the possibilty there is secret-government stuff going on." Abrams gives us a possible spoiler here, "It's a piece of a much bigger picture. It's not the big answer."
A major disaster has turned the world upside-down, killing the entire world population, and leaving just these survivors.
Yet another theory that has been discussed around here, though not nearly as much as the purgatory and scientist theories. This has a EW probability rating of 4. Matthew Fox really seems to like the idea, saying, "Wow, the dawn of a new civilization. I don't really think that's the case, but I like it." Lindelof doesn't confirm or deny anything, but simply says, "This is absolutely a possibility. What's amazing is we can do an entire season without answering what happened in the outside world."
Aliens crashed the plane, and took the survivors back to their home planet. Now the survivors are in a zoo-like habitat, and the aliens are simply screwing with them.
Not something that has been discussed much around here. I don't consider this a possibility at all, but you never know. EW gives this a probability rating of 2. Ian Somerhalder (Boone) simply comments on this theory by saying, "No." Lindelof says, "Isn't that an episode of The Outer Limits? I would just say: Don't feed the Kate."
Since I don't watch the show, I can't say which one seems most probable.
The problem is the producers/writers KNOW that people are expecting a big twist. It's gonna be hard to impress and satisfy everybody.