Naturally over time I presume; I guess that is left up to the viewers imagination. Remember Hurley at the end telling Ben that "he was a good #2". That to me would indicate that they served their time on the island for a while before meeting their demise. The ones who left on the plane, again we can assume they died either naturally or in some other way eventually.

I didn't really get the flash sideways thing at first. I thought it wouldn't make sense to have an alternate storyline where the plane never really crashed, as I couldn't see how that timeline and the island timeline could meet in the middle. So, it only really came clear to me in the final episode. Christian something to Jack about his time on the island being the most important time of his life (same for all the characters), so it made sense that they could not all 'move on' into the afterlife without each other; ie, the people who made the biggest impact on their lives.

IMO Smokie was 'something worse than death' (Jacob's fake Mum in 'What they died for'). Jacob was angry that his brother had murdered their fake mum and wanted him to suffer something worse than death so threw him into the light.
The light clearly has an almighty power and this could be something to do with electromagnetism (Desmond could go down there without being harmed). This awesome power 'killed' MIB (man in black, Jacob's brother - who i really wanted to be called Esau but I figure maybe the writers didn't want to play too much on the religious references so didn't name him) he became a black smoke thing and could no longer use his body (so MIB was 'buried' with his mum to become the Island's Adam & Eve). the loophole was being able to 'inhabit' a dead person's body who didn't die on the Island - Christian and Locke. And that is how he took revenge on his brother, Jacob; by using Locke's body as a vessel to convince Ben to kill Jacob.

So yes, I would agree that the Black Smoke was the Man in Black, Jacob's twin brother

Totally! And some have said 'where's Eko?' and various other people. The above says that the Island was the most important time of their life; maybe this was not true for Eko, Richard etc or as Desmond said about Ana Lucia 'She's not ready yet'. Actor availability could be another thing.
I think the reason Michael wasn't there was because Christian said at the end of season 4 when the freighter blew up, that he 'could go now' but as we saw in Season 6, he was stuck on the Island as 'the whispers'.

Sorry, i could go on and on and ....

It was the best series I have ever seen and kept me gripped for each and every episode.
The writers wanted to leave to viewers with questions as they didn't want it to fade away after the last episode. I think they did right.
I think that the crash etc was real and they didn't die and that the flash sideways was the after life as others have said.
As for the Dharma Initiative...they found the island and knew there was something special about it's energy (the light) and wanted to harness it. So I don't think that in the grand scale of things that Dharma was significant. It was just part of the story.
Whatever the answers it was blooming marvellous and I've watched the last episode 3 times and bawled my eyes out each time!!!
I'm really gonna miss it