I found many inconsistencies or things that they obviously changed their minds on in lost, I still enjoyed it, but for that reason, the first season is still my favorite: no inconsistencies yet.
I could list them, but since people who have not watched it are reading this, I will not... I can think of at least five just off the top of my head.
My taiwanese friend says this is what he doesn't like about american television: it's planned season by season. The Lost creators planning out the last few seasons together was something different.
It's why I like books better, there's always a planned ending (at least in the good ones), none of this, let's see how long we can keep going and still be in popular opinion (except for in the bad ones).
That's why I really liked the cartoon avatar, there's three seasons, there was always going to be three seasons, there's continuity between all three, and as a side not the world building is excellent.