Yeah, saying the bit about a beginning, middle and end was silly. What I meant was more that the pilot episode of Lost is little more than an amazing sequence meant to hook you for the rest of a story. Seriously, 1SO, go back and watch the first episode of Lost. It is well-directed, but then so was the entirety of The Wire. Being well-directed is not enough.
If anything, Serenity, the pilot episode of Firefly, is a much better example of pilot-as-movie.