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.'
I know where you are coming from, but I still felt there were some great episodes in the season. (Ab Aeterno being one) It is cold comfort but even the worst of LOST was still much better than the vast majority of TV programming. I was very disappointed in how they resolved certain characters and various elements of the show's mythology, yet Im still grateful to the writers for creating an entertaining program.