For me, the reason it gets exciting is because -- in seasons 3 and 4 -- they don't plan anything. Since the show isn't a mystery that demands an answer (a la LOST), it's okay for them to just make it up as they go and simply have characters do whatever they might do in a given circumstance. It makes the show unpredictable and relatively free of contrivance. They're not trying to hit a target "plan" so they don't have to force events down a given path, which makes it extremely compelling, IMO.