The polar bears are explained fairly early – they were brought to the island by the Dharma Initiative to study… stuff. Hence the massive cages where Sawyer and Kate are held captive.

One thing that I’m most curious about is how the massive electromagnetic surge that Desmond is exposed to causes him to “wake up” in the alternate reality. Another conflicting point for me is one you already mentioned – why Juliette says, “It worked”, when the alternate reality doesn’t “really” exist – or only comes to exist once the various characters die.

Also, I don’t think it’s clear when Ben “came to” in the alternate reality. We see him having dinner with Rousseau and Alex, but there’s no evidence that it all came together for him at that point. Then, in the next episode, he’s fully conscious.