I think for me the dissatisfaction comes from two places - Locke's story and they way Smokey died.
The series took a wrong turn for me when Locke died and became XLocke. He was the one connected to the island, that loved the island that wanted to protect the island. An XBen would have made more sense to me. I was so sure they were going to rectify that mistake be Jack somehow killing him on the operating table and Locke somehow ousting Smokey from his body that it was a major let down that he had nothing to do with saving the island.
Really, pull a stone out of a hole and Smokey becomes mortal, Jack throws a few punches, Kate shoots him and he's dead. Wow.
And after he was dead why did anyone have to stay and be The One?
And while I'm at it, why was that cute little boy the epitome of evil? Yeah, he killed his evil, non-mom that killed his real mom but seriously why couldn't he leave the island? Even before he became Smokey.
And Sideways/Future world - was everyone dead? And if so why was Locke alone in the church?
Damn, the more I think about it the less satisfied I am.