Basically, the most important thing to keep in mind, I think, if you want to know what Lynch's intended version of the ending is, is who died in the finale.

You could easily see that Dale's doppleganger made it out of the lodge, not Dale himself. There was also the matter of Ben Horne's head being cracked against the fireplace by Dr. Hayward - he lived, according to Lynch. Audrey, however, who was chained to the door of the bank vault when the explosion occurred, died.

So this leaves Dale trapped in the black lodge, Annie safe and away from Dale, Ben alive, and Audrey dead.

It's common knowledge that Lynch intended for Agent Cooper to have pursued something with Audrey - it seems somewhat logical then that Audrey could possibly find herself in the Black Lodge with the real Dale, and try to help him get out, were there a third season or movies following Fire Walk With Me.

I'm going to say that Annie - and Billy Zane's character whose names escapes me - were the characters who most pissed me off in the series. The Dale / Audrey thing had been hyped up, and then Dale was all, "Oh, I can't Audrey; one, you're too young. Two, last time I got involved with someone involved with a case, they got killed and I got my heart shattered. Oh, and not too long afterwards, when I know the dude who killed the love of my life is in town, I'm going to decide that's the perfect time to pursue an open and public relationship with another woman, who I'm irrationally drawn to in spite of the fact that she's completely bland."

And Audrey was all, "Well, I'm going to get older, and I'll be here - but you know what, Billy Zane is going to be devilishly handsome, and I'm going to fall irrationally in love with him after a brief period of time, and bang him on an airplane shortly before my demise."

And they were both all, "Oh, well, naturally. That makes perfect sense."

But, back to the weird parts that don't necessarily piss me off as much as the Audrey/Dale angle:

Hawk told Dale that if he went into the Black Lodge with imperfect courage, his soul would be damaged - which is what I'm pretty certain led to doppleganger-Bob-Dale coming out of the Lodge.

The Jupiter/Saturn alignment happens approximately once every 20 years, so it would be actually right around now (or a few years ago, really) that the whole ordeal would result in the lodge being "open" again.

The Black and White lodges, I believe, are just a sort of symbolic "Good vs. Evil" thing. But, in TP canon, they're real and tangible, of course.

There's a bit more that I could say, but I'm kind of drunk, and don't really want to type anymore.