TITLES

If episode titles are the real clues to what LOST is all about, one could consider it is about Death.

Live Together, Die Alone (S2E23/24)
Tricia Tanaka is Dead (S3E10)
Confirmed Dead (S4E2)
This Place is Death (S5E5)
The Life and Death of Jeremy Bentham (S5E7)
Dead is Dead (S5E12)
What They Died For (S6E16)

Other titles referred to death:
Do No Harm (S1E20), the doctor's oath not to kill one's patients.
The 23rd Psalm (S2E10), widely quoted at funerals.
The Cost of Living (S3E5), where death is the answer to that question.
D.O.C. (S3E18), which some referred to as "Dead on Crash."
Some Like it Hoth (S5E13), a reference to the Egyptian after life god, Thoth.

The island could be purgatory, the Egyptian after life, a nexus point between heaven and hell, or the Garden of Eden. We won't know until the end.