I can't believe that I missed about 10 minutes of it at the beginning though, my bloody dog ran off and I had to go find him.
Anyway, it just finished and so far it was a truely entertaining piece of television IMHO. Now to theories:
I doubt it's gonna be aliens or whatever, because that's what the conventional assumption is made out to be (for the audience).. I'm sure they're gonna surprise us tomorrow night with something _un_conventional to blow us away. So far, it's pretty safe to conclude that 'whoever' sent them back did so because they were designated with a PURPOSE to fulfill, i.e the vigilante guy to restore the neighbourhood to it's old self, the old guy to kill off that other guy (the insurance fraud who ended up getting impaled etc.)..