[Trey Greyjoy]

Thinking about all the possibilities makes my head hurt too!

Signs are beginning to point to some sort of "Land of the Lost" scenario or variant such as "Atlantis" "Bermuda Triangle" "secret entrance through the north pole" etc. They seem to be somewhere tricky to get in and out of.
If I have to guess right now what the plot is, I would say some wealthy multinational corporation or collection of wealthy individuals knows of this phenomenon and is exploiting it in someway.
The "others", if they are truly the good guys, may be working to try and stop them.
I believe Desmond, Locke and Eko are still alive and that Penny will play an important role next season.