If you paint a picture that looks just like a car and tell me its a bear I'm still gonna say its a car.
It was real?!? Really?!?!?
An atomic bomb explodes and instead of everyone dying they're all launched into not one but two alternate realities?
I do have to admit that the scene on the beach that was "erroneously" shown at the end had a part in my belief that they were all dead all along but there is still plenty left to back that theory.
The big doors in the back of the church lead to the afterlife or some junk like that. Right?
They were all ready "to move on."
Occam's razor
When the producers explicity state they aren't dead on the island, and the island isn't purgatory, and then in the finale they insert dialogue that says "everything that happened on the island was real" then you have your answer.
These guys, several times, have used characters to talk DIRECTLY to the audience. The Hurley/Miles discussion on time travel, Mother saying "every question I answer will just lead to another question." etc. Christian Shepard basically told everyone the scoop, the island was real, people died at different times, some beforer jack and some after, in the Sideways limbo time doesn't matter, they have been waiting for Jack so all of them could move on together, and the time they spent together was the most important of their lives so they created this place (limbo) to meet up.
Occam's razor indeed. The writers/producers went to great lengths to show you that the island was real.