ABC has moved Lost to Tuesdays at 9pm starting February 2. The show's sixth and final season starts with a two hour premiere called LAX:
The series will then air in its regular time period, on Tuesday nights from 9:00-10:00pm et beginning the following week, February 9th 2010.
Is the season goes off without a break, and Lost’s two hour finale is counted as two of the announced eighteen episodes (which is probably the case) then we will see the two hour finale of lost on May 25th, 2010 — right at the end of Sweeps. As it appears right now, Lost will will also go up against NBC’s coverage of the Vancouver Winter Olympics, and will not take the a much rumored break.