Are you crazy? The fourth, fifth and sixth seasons just get more bizarre and string you along.
^^^
You can still enjoy it, just make sure to stop by Season 6 (though truthfully after Eko stopped being a major character it jumped the shark) and mentally substitute an ending. Whatever theory you come up with will undoubtedly be more logical and better written than what's 'canon.'
To be fair, they had to remove Eko prematurely because the actor freaked out in some way (or at least that's how I remember it)
The thing is, I knew from season 1 that the ending would suck. That's the case with most good tv series. Just look at Twin Peaks!
I stand by my opinion that season 4 and 5 outdo especially the beginning of season 3.