I've seen it briefly discussed on other blog posts and it just came to me but here goes
What if Jacob saying before he dies "they're coming" doesn't mean bad guys are coming, the smoke monster or even Illana's group what if he is actually referring to the Losties in '77 and that the fade to white screen will actually just be them coming back to the present time 2007, but not in LA , still on the island and that is what Jacob is referring to? Also someone said that Eko said this to before he died and that its linked but I could have sworn he said "Your next" as in referring to the smoke monster becoming Locke.
I quite liked Jacob and I thought the flashbacks of him meeting Jack, Sawyer, Kate etc were great and showed more about the character of Jacob.
Ahhhhhhhh! To much confusion and headaches! No idea about season 6/finale just really hope they don't end it with the talking orangutan Jeep!
P.S I really, really hope we get to find out about the whole hot air balloon/henry gale thing- I mean what was all that about?