4. What is the smoke monster?

This seems an obvious question and has been a terrifying mystery since the very first episode when it was slamming down trees around the beach. We eventually found this creature to be made of smoke, and it sounds like heavy machinery when nearby. It seems to take 'pictures' of people who it catches sight of and kills some, while sparing others. It can also spare someone but choose to harm them later, as evidenced by John Locke being spared and then attacked.

Who does it choose to kill and why? It appears to be able to take the form of dead beings, like Eko's brother before it murders him. Have all the dead people/illusions we've seen come from the smoke monster, or only a few? Why did it seem surprised/annoyed when Eko saw it as its brother? Who created it, if it was created, and what is its purpose?