I've only gotten through the Pilot and I've seen some things so far. My girlfriend had an interesting theory, she thinks the first night they hear the smoke monster that he's moving or building something since there's a lot of banging and mechanical noises going on. She loves the smoke monster, so she could be biased. Also, the smoke monster usually has a reason for killing someone, why did it kill the pilot?
Also, the next day on the beach as Jack is talking to Kate about going to the cockpit, Losties in the background, you hear Rose say the noises they heard sounded familiar or she's heard them before.
Very good call on the Locke/Machine theory, although my friend doesn't think Locke is in any way shape or form, bad. Which is very naive IMO.