Wow - another amazing episode. All that was covered would have taken 4 episodes in season 2 to cover.
Thoughts:
Ben "landed" in Tunisia wearing a parka with the name Halliwax (which was the name the Asian dude in the orientation videos used in one of them) The symbol looked new, and makes me think it's the Orchid station (which has basis in teleportation thanks to the video from last year with the numbered rabbits). Tunisia is an antipode of an area near Fiji - http://www.antipodemap.com/ . The guys who he ran into in the desert I think realized something was awry - no footprints, thick clothes, etc.
Smokey IS a security system.
The guys playing Risk - and Hurley telling us that Austrailia is the key seemed to be big, but it could be a red herring to get us on the wrong track.
If Ben kills Penny, then Desmond goes crazy, then Faraday(Joel's "geek" who I think is an amazing character, I'm a man of science and love that guy) will go crazy, etc.... could that be the start of Jack's craziness from the end of S3?
Oh man, such a good episode.