I loved the finale, and here's why:
The whole 'you're dead' thing was not a bait and switch. The clues were there the whole time. The first thing Rose says to sideways Jack on the plane in the season 6 opener was 'You can let go now' which is why both she and Bernard seemed like they knew what was going on (because they had each other in both realities the whole time).
Some people had terrible deaths. Pulled from life before they were ready, and the sideways world was great for creating real closure to everyone's stories. Everyone in the sideways world, once they had awoken to their memories of both life, and death, were at peace. Were happy with how they'd lived their lives. How utterly optimistic and wonderful is that?!?
The reason Eloise threatened Desmond becomes clear. She felt guilty that she caused the death of her son, and wanted longer with him, and was afraid Desmond would take him away from her.
Ben stayed a little longer until he could move on with Alex, and really, he always felt like an outsider to the survivors. It would have been weird to see him go with them. He had his little moments with Locke and Hurley, the two he had a connection with the most, and that's enough.
Even if you were not satisfied with the afterlife stuff, there was still a good ending for the real world. Kate, Sawyer, Miles, Frank, Richard and Claire all escaped the island. (I loved the bit with Richard getting his first grey hair. Real surprising, affecting little moment there.) Hurley and Ben lived on as the new Jacob and Richard, it was implied they sent Desmond back to Penny and his son, and they would run the island differently. Living in harmony with Rose and Bernard, and Cindy and the kids, and the rest of Locke's camp who we never saw again, but also must have still been around somewhere. We might even think the two eventually leave it themselves once no people remain to corrupt the power source.
I will always believe the power source is tied to Atlantean mythology. If you've ever seen the Disney movie Atlantis, there are a lot of similarities between the two. In that movie, the Atlanteans powered everything with a light source hidden underneath the city, that was also tied to the souls of every Atlantean. When the profiteers took their crystals, the Atlanteans lost their long life, etc. I don't need any real answers on that because they gave us enough clues to make our own.
In the pilot Locke says backgammon is the oldest game in the world, 5,000 years - to me, this is the writers TELLING us that's when the story of Jacob and his brother takes place. All the ancient Egyptian stuff is what came between then and the Black Rock. There's more fun to be had in making up that stuff in my head than being told what happened.
All that mythology stuff is not that important anyway. It was always about the characters, and the episode had enough character resolution to fill two boats. It was full of teary moments. And yeah, maybe they didn't LIVE happily ever after, but I get the same sense of peace from this finale that the characters had. No matter what happens in our lives, in death, we get to reunite with those we hold most dear.
I don't much believe in afterlifes and all that stuff, but dammit, if I wouldn't want mine to be like the one we got on Lost.
I'm not going to head out and start a religion based on Lost's ideology, of course - I'm not a complete idiot, but that makes it, to me, a deeply moving resolution.