Okay, here's my predictions:
Miles was right. They DID cause the events they were trying to prevent. Dr. Chang's arm was still hurt by the Incident. The Swan was cemented over "just like Chernobyl" because Juhead detonaed. I know that our people detonated Jughead already because Richard Alpert said that he remembers the Losties in Dharma because he "watched them die". This wouldn't have happened if our people had never gone back. If they had yet to go back, then Richard couldn't have remembered watching them die already. Plus, how could Richard remember watching them die (unless in the Purge) since Richard is a Hostile/Other an probably would not have access to Dharma people/captives. Now that the Losties have been discovered, it is unlikely that they would be let free, especially after detonating a nuclear device at an important site. So how could Richard remember watching them die?
Simple: it's all happened before, even the Losties detonating Jughead. Jacob said that everything eventually ends and that all that happens before is just progress. They are caught in a loop. And the only person (using Daniel's words, "variable") that can change the outcome is Desmond.
Eloise Hawking to Desmond: The Island isn't done with you.
The only way for them to break the loop is to use Desmond's ability to somewhat alter history. Desmond has limits because of course correction but Desmond's life can be changed to a certain degree. In this must be the Island's hopes.
Concerning Jacob: Jacob may have already beaten Esau (a nickname that I hoped would be adopted for Jacob's enemy, given the significance of "God loves you as He loves Jacob"). I think that Pseudo-Locke is a partial manifestation of Locke and a partial manifestation of Esau, since Psedo-Locke remembers being strangled by Ben, something that only a resurrected Locke should know. However, I think that Pseudo-Locke is neither Locke or Esau, but a new being that is a blend of both.
On-island Christian is not really Christian. I think he is Pseudo-Christian, a blend of Christian Shepherd and the already-dead Jacob from the future (or at least a helper of Jacob). Keep in mind that the reincarnation of Locke was similar to the reincarnation of Christian. And, as Christian has said, he is NOT Jacob but he does speak for him. I think the "loophole" is the need of a disembodied spirit to manifest itself in a dead body's IMAGE but not actual possession. Remember that Locke's corpse was supposed to be a stand-in for Christain's on Ajira 316.
Unanswered questions which might unravel large portions of the remaining mysteries: Did Widmore and Abbadon assist Locke knowing that Esau would use Locke to destroy Jacob?
Will Walt's "special" abilities be needed to resolve the Jacob/Esau conflict?
Who/what brought Locke's father to the island, Jacob or some other force/being?
I think that these questions, aside from the more obvious ones (what is the smoke monster etc) are relevant and pertinent to the final season.