Assuming the survivors were not dead on the island...
1. How come Shannon (and Sayid) were able to see Walt right before Shannon died even though Walt wasn't dead? And why was he speaking backwards (I believe he was saying push the button)?
2. Likewise, how did Ben make Goodwin's wife appear to Juliet in order to guilt her to carry out his orders? (Goodwin's wife wasn't dead.)
3. How come women couldn't give birth on the island in 2004 onwards, but clearly were capable before (i.e., Jacob and his brother).
4. What's with the smoke monster taking pictures/flashing light at certain survivors, like Kate and Juliet when they were in the jungle? Was Juliet ever a candidate?
5. How come the survivors couldn't see Hydra island at first - remember Sawyer was shocked to see the island from the hilltop with Ben - but then had no problem later on?
6. What was the "loophole" Jacob mentioned when Locke/The Man in Black showed up with Ben and Ben killed him? Was Ben a candidate? And if Ben was always able to kill Jacob, why did the Man in Black need to take Locke's form? Couldn't he just appear as Ben's dead mother, as he did before, to get Ben to do whatever he wanted? And really, it took 2000 years to come up with that plan?
7. If the sideways was purgatory, then why did Desmond black out when he met Penny and seem to travel in time to his Island consciousness if all he really needed to do in purgatory was "remember"?
8. Why did the smoke monster kill so indiscriminately? Or if it was with discretion, then what was the rule? Why did he spare the Mr. Echo's life at first only to kill him later?
9. What were the rules??!! It seems rather convenient to never explain them so the writers could then do whatever they pleased and not have to worry about consistency. I mean, really, this is just lazy sci-fi writing. If you're going to expect us to suspend belief in an alternate universe, then you have to give us some rules to make sense of things!
10. If the man in black was inhabiting all the dead bodies, including Jack's father, then how can he claim he can't leave the island when he clearly did to spook Jack?