I think that perhaps the "rescuers" have been there before and that's why they feel the need to get back there just like Jack and Hurley feel the need to get back there! What do you think? It seems like they have a need to go back yet also have a vendetta against some of the inhabitants for one reason or the next.... and perhaps that's why/how Miles obtained the abilities that he has, regardless of any machines that he may use... or why he wanted to study the concepts.

Also, maybe Dan was so sad, because he has actually been there at another time, but doesn't remember (more time-warp theory).

But Dan only saw the plane crash report, how would he have known about the island being involved? (assuming you are talking about his sadness while watching TV)

I am not sure they have been there, but Charlottes reaction could make it go either way. Either she was amazed at the place because she never saw anything like it before, or she felt at home.

If they were there before, they must have had a rough time last time thats why they came back with guns and bullet proof vests

Don't think they been there before. They are just aware of the island and its special properties.