xhonzi said:

This show has a pattern of peeling back a layer just to show you that what you want to know is one step further down.

i.e:
1. The other's! They must know what is going on!
2. No, they just live in old DHARMA buildings, they are the ones who knew what was going on!
3. Actually, DHARMA didn't know anything, it was the others all along!
4. Well, not the others, exactly... but Ben Linus, Richard Alpert, and Charles Widmore sure have it figured out!
5. Wait, no... Richard only know what time traveling Locke tells him. He actually really doesn't know anything.
5.a. And Ben and Widmore are equally clueless.
6. Doesn't somebody know something?
7. Oh, Jacob... Yeah, he's the big boss. He'll know what's going on.
8. Or maybe that MIB.
9. No wait! It's the woman who raised Jacob. Jacob himself is totally clueless!
10. The woman? No, she was just selected to do this job sometime ago by someone else.

Tiny red text aside, I agree.