Funny, I have seen almost every episode in both seasons and don't really wonder about it at all.
* The planecrash? Getting to that in a minute.
* The button they need to press? Easy. Electromagnetic energy keeps building up, and if they don't press the button, the entire island will be hit by an electromagnetic pulse. (also known as EMP). This disables all electricity over the entire island and around it, which also shuts down airplanes over the island - causing the crash in the first place.
* Statue with four toes: The
real "others". Aliens? Atlantis people? Don't have a clue, don't really care.
* Why did Locke regain his ability to walk? Easy. When you get hurt and paralyzed, it is fully possible your feet turns back to normal without telling the brain. This means you are still paralyzed, although in perfect shape. The planecrash caused a shock, "jumpstarting" the feet again. It's not that uncommon in real life. The same way you can get paralyzed in an accident since the signal from the feet to the brain is interrupted, or the cable is broken to put it that way. Again, it's quite common.
* Is Desmod, Eko and Charlie alive? Betcha. A common rule is that if a character is alive at the end of one episode, he's going to be alive the next. That's the biggest fault Lost have done so far. At the end of the first episode, we had a big blast when they opened the hatch. What they should have done is showing us the dead or uncouncious bodies and not revealing if they are alive or not until season 2. It's the same thing this time.
* If Desmond sailed in one direction all the time, how come he ended up back on the island? Easy. If he was following a compass, a magnetic energy on the island could have made the compass point at the island instead of towards north, making Desmond think he sailed away, when in reality sailed in a circle.
* The polar bear? The french lady already said they were on a research facility or something. Research facility? Polar bear? Ring a bell? They brought it here.
* Alternatively, the island is in the arctic somewhere - as hinted by the boat at the end of the season. The polar bear just accidentally ended up there after a short swim when searching for food. Nothing special at all.
* The black guardian thingy? The writers watched "The Grudge" the day before and got inspired. Ruined everything for me.
* Hurley's meeting with that other guy from the past? Partly in his head, partly not. Not that uncommon for the brain to create fake memories/illusions to deal with a dramatic change in life. Not only did he survive a planecrash, but he also got himself a girlfriend for the first time in... ever? And he tried to quit sneak eating, and there's the bunker, and there's the others, and there's the baby, and... you get the picture.
At least, that's my theory. Don't think too hard about it and it makes sense.