I just felt like it slapped me in the face with the ending. I was a kid when it came out and was obsessed with it! I also love Dominic Monogham from LOTR SO I watched for him... when He died (for no reason other than to kill his character!!!) I was so mad... but then the series finale was "oh btw.... they were all dead the whole time.. the smoke monster was death pulling them to the other side and they all were in purgatory..... " I felt so upset...
To be fair, it's a complex and complicated ending that does indeed actually tie up almost all the loose ends, but it's hard to understand at first and a lot of people really misinterpreted it. I certainly don't blame them, but it makes me sad that because they couldn't understand it, it ruined the rest of the series.