The ending, in my opinion, was a mess. I think what annoyed me the most was that there were people comparing Lost with the X-Files in terms of how they'd wrap up the series. The Lost producers said that their final episode would explain everything. They even negotiated the end date some two(?) years earlier, as opposed to the X-Files which got renewed year on year.
I loved Lost, as I did X-Files, but I wouldn't bother buying Lost DVDs. In various places on the internet, XF still gets mentioned, Lost - hardly ever these days.