What actually happened in the end on the tv series Lost?

I just got through watching the entire series on Netflix and can not come up with a logical answer as to what happened. Every theory i come up with i seem to be able to contradict...and maybe thats the point. I find it hard to believe that there isnt a real theory as to what happened...maybe there isnt. So here is one major thing i dont understand as to what most people believe happened. Most everyone believes the whole purgatory theory with the sideways world in the last season...but what ive seen anyone fail to mention in forums ive read was Juliets statement made before this sideways world. She said the hydrogen bomb worked. So if it worked as Daniel explained it, how does it make sense that it was purgatory? He said it would be like the plane never crashed which is what the "sideways world" was. Why would they make a point of Miles telling Sawyer that she said it worked?