1) The plane that took off at the end had Kate, Sawyer, Claire, etc on it. They were fleeing the island. They got away and lived their lives (presumably). All this happened in real life. The island and everything on it was real. Only the sideways reality in LA was purgatory.
2) Jack only died once. He was alive on the island. The island was real. Jack died after saving the island at the end when he closed his eyes, and the dog laid down next to him. That's when he moved on to purgatory (Los Angeles) where others already were).
3) The smoke monster and Dharma initiative were simply things that existed on the island. The ONLY THING that deals with them in purgatory are the sideways flashes in Season 6. That is where everyone met up to move on after they had all died. Jack's dad says "Some died before you, some after you", meaning Kate & co probably made it off the island, and Hurley/Ben protected it for much longer after Jack died.
4)Like the show, the ending is deep and complicated. They wanted people to discuss it, like they have every episode since the beginning. Obviously the type of people who like Lost are not the type who like answers being handed to them. As I think about it more, it's my opinion that this was pretty much the only way it could have ended. I was happy with it.