I think the Simpsons said it best last night with this opening sequence:
Seriously, I did have to grapple with it in my mind for a while, but I do get it. The show ends as it begins and it made some sense to me. It was about choice and it was Jack who had to make that choice, something they hinted at all season long: Jack had to let go. Rose said that to him in the first episode this season and several others said it in one way or another. The producers already knew that not all of the questions would be answered, but that will fuel the debate of "Lost" for years to come.