I enjoy it. It's the only show on TV I watch... so its a guilty pleasure. I also enjoy reading all of the theories and such on lostpedia.com. Although I'm not inclined to believe many, I am just fascinated with the extensive research and development of fan-based theories.
I also have a few friends that are equally enthralled with the series, and we always have a chat about the latest episode every week. The show is strong on character development and themes like fate, good vs evil, and irony which, although presented in a very non-traditional format, really are classic forms of fiction. It's good fun in with a modern twist.