We had a lot of good arguments about this topic: was the entire story a metaphorical spiritual journey they went through after they died in the crash? This "purgatory theory" was obviously a plausible interpretation, as evidenced by the producers needing to clarify for so many people that the island was not purgatory.
But a story should stand on its own, not rely on the writers' clarification. So, given that, what are the top five reasons I'd give that the events on the island happened for real, in the natural world, that it wasn't all just a metaphor? (Other than the obvious reason that it would be really annoying, and basically make absurd all of our theorizing about the show).
Here are the top five:
5. Flashbacks were real. There was never any indication in the show that flashbacks were not accurate depictions of events. In Juliet's flashbacks, we see her history as a doctor, getting recruited to the island by Richard, and landing on the island to meet Ben and others. It is hard to explain these events in the 'island as purgatory' story.
4. Christian's speech. When Christian spoke to Jack at The End, Christian said "the most important part of your life was the time you spent with these people." This suggests they had an important role in Jack's natural life. If they had all died in the original plane crash, they would have been all strangers upon their deaths, and there would be no reason for them to connect at the end when they were ready to move on.
3. Aaron. Aaron was born on the island and appeared in the church at the end. If everything on the island were part of some spiritual journey and didn't happen in real life, then Aaron would never have been born, and would not have appeared at the church at the end (which didn't seem to contain imaginary people).
2. Red Sox footage. Ben showed Jack the footage from Fox of the Red Sox winning the series, which happened a month after the crash. It included that they played the Cardinals, and in the final game they won three to nil. Ben also knew that they had fallen behind three games to the Yankees and come back to win the AL Championship. These details demonstrate that the Others had access to the real world, were not part of some imagination-land. See this powerful clip here: http://www.youtube.com/watch?v=jAhAWaZUfdw. That video clip is so strong as evidence, I was tempted to put it as number one.
1. Childhood visits. Richard visited Locke as a child. Jacob visited tons of the characters before the crash: Sawyer (as a kid), Kate (as a kid), Sun/Jin (at their wedding), Locke (right after his fall), Jack (after that surgery). Such events are quite hard to explain in any scenario where people and events on the island are not real.
There you have it, the five main reasons to think that the producers left enough evidence in the story to not need their commentary to figure things out.
Added 4/29/2011: The webisode 'New Man in Charge' only confirms the main thesis of this post. The island is real, Jack saved it, and Hurley is the new Jacob.