"Lost" is simply amazing. If I remember right some of season 2 and season 3 are incredibly sluggish. Get through it. It's worth it all the way at the end.
At times you will feel like questions are gaining and answers are slim to never answered.
"Lost" is more than just putting the plot together and solving a bizarre convulted puzzle. Plenty of episodes don't add momentum to the plot, but still add insights into characters and general attributes of the island and... to be dramatic... humanity. Appreciate the characters and their individual flaws and journeys. Thats the heart of "Lost." The plot takes care of itself.