Everyone's weighing in, so I will, too. In the end, the bigger picture of LOST is a commentary on people and the ways they live their lives: getting caught up in the minutae of ultimately meaningless activities, believing that assigned meaning is the same as actual meaning.
What two things turned out to be true?
1. Dead is dead.
2. Whatever happened, happened.
Sounds like nihilistic existentialism to me. All the stuff we think is so important because we have created value around it... then you're dead: it really don't matter all that much, no matter how much you thought it was (except, in the view of the writers, the community and harmony of human relationships and self-actualization).
And so the writers understand this about humans, and we all got sucked in by an endless array of complex and ultimately valueless questions.
Give the MIB a name! Um, OK, his name is Fred. Next?
Rose and Bernard were right: "What is it with you people, anyway?" ... everyone who is making long lists of questions (about the island... about life) they want answered, questions to which there are no answers, only stories.
If we only knew why the time distortions took place... if we only knew who was in the other outrigger... if we only knew what the smoke monster's sounds meant... if only...
In my interpretation, the writers were brilliant: everyone fell into it.
I now think it would have been a much stronger show if the 'sideways' universe was never introduced, because it hangs out as gross contradiction to the hard-line 'dead is dead' and 'whatever happened, happened' philosophies.
All that happy ending stuff.
What a better lesson, to me, if self-actualization was not tied to the external reward of your joyful concert in the afterlife, but to the intrinsic value.