I am not religious, and at times wondered if Lost was trying to shove religion down my throat. My brain, upbringing and training are all science based so it's no surprise it's at the heart of how I go about my life. But with committed viewing I realised they weren't trying to force religion on me at all. Religion was merely used as a story telling device. The journey that is 'Lost' is a deeply personal one and everyone will get something different out of it.
I think for me the character of Rose had the greatest affect on me. She's not my favourite (though is one of), but she had a wonderful way of looking at things that I found infectious. Yes she was religious but she also had a very spiritual nature which manifested itself in the way she 'connected' with the Island. She was very "no nonsense" in her thinking as well. She KNEW there was something special about the Island almost immediately (helped no doubt by having seen a previously wheelchair bound John Locke all of a sudden walk post-crash - something she kept a secret forever).
She knew the cancer was eradicated and that the Island was the reason, despite having absolutely no scientific basis for confirming this. It was simply a feeling inside herself that she learned to trust. Just as she knew there was something not quite right when she went to the doctor's and got diagnosed in the first place. However, she didn't have the "blind faith" of Locke who was extreme in his devotion - blindingly so!
Through her (over a long period of time), I tapped into a deeper meaning of life in general. Nothing religious but rather, an insight into how people, and the world works in a way I never did before I watched Lost. You could even say I have greater 'confidence'.
It's something that's profound and intrinsically hard to explain - but I know that anyone who has had anything like the experience I had, will read what I've just written and know exactly what I mean.