I was surprised to read that in a poll, 22% of viewers ranked "Lost" as the most disappointing returning series. But I also understand the feeling.
I love Lost. It's a great show. And part of me wishes it would go on forever. But part of me wants it to end now, this second. Because I want to know how it all turns out. It's that same feeling you get when you're reading a suspense novel and want to look in the back of the book and see how it all turns out. But while you can fight that feeling for a few days while you finish that book, Lost is making viewers wait years.
This is the inherent problem in creating a series built around a central mystery. It was a problem Twin Peaks had, and Twin Peaks put off resolving the mystery it started with until people were screaming for a finale. But at least Twin Peaks could continue after that point. When Lost explains what's going on, the show is over. But it has to end, because the longer it goes on, the more aggravating wondering how it will end will get.
They should also try to wrap it up because let's face it, shows run out of steam, and it would be great if Lost ended before it starts to suck.