Whatever changes they made along the way (and this included turning Ben into the Others's leader instead of just a spy sent to the Losties because Emerson was just too good with that character - but no idea if they created him an original story arc, or if they went with Ben and gave him the story line and backstory planned for the leader character they originally had but scrapped), there are many things that were very clearly established right from the start. The game between light and dark (I had not noticed how much of a leitmotiv that became along the way), the monster, dead people showing up, Jacob's followers, Dharma - this all goes way back to the pilot. Even the army having been on the Island and around what years etc. got hinted at in season 2 (they found an old US army-exclusive knife).

My impression is that they nailed down the whole mythology and much of the Island's history before the show went on air (they would have needed that to convince the network to let them do a show in full continuity like this), and what they made up as they went along are the seasons' story arcs, some characters's back stories and development etc. Usually, writers prefer to do that to keep some freedom to react to the audience, to the chemistry of the actors, to actors wanting out or not always being available (Mira Furlan, notably) etc. They probably gave themselves the freedom to introduce all sort of references, mysteries and mind-games along the way, when they had "cool ideas". But the candidates, Locke's obsession with "the game" and how he would be turned into Smocke, Widmore etc., I think they had created all that very early on.

As for how to get from where they where to the ending, I understand Damon Lindelof mapped out the whole thing during the writers' strike, and they wrote the individual episodes from his skeleton/bible.

There's an amazing amount of details when you think about it. They probably had little idea how they'd use each of the Dharma stations down the line, but there were very early clues about many of them, like The Looking-Glass. They've known a long way back there was an underwater facility. A zoo as well. And the hatch. And on and on...

It's no wonder the show has managed to remain so cohesive to the end: they had a plan.