I remember the first season of Twin Peaks, and I was absolutely riveted to the screen every week because of the great mystery that was unfolding. Then the second season came around, and it became pretty clear from about the third episode that there really WAS no grand mystery to try to solve, and that the writers were pretty much just pulling stuff out of their asses as they went along.
X Files went the same way. Awesome first season, then it devolved into obvious pseudomysterious bullshit. All that time fans spent wracking their brains over what every little "clue" meant was pretty much wasted, because the clue you spent so much speculating about one week would be pretty much forgotten about two weeks later, because it was never really part of an overall whole.
In my opinion, LOST started traveling this sad route years ago. And it's really too bad, because it started out GREAT.
Just my $0.02. Your mileage may vary.