Lots of thoughts here . . .
I wasn't at all surprised that Dumbledore died. Many people have mentioned the Star Wars similarities; well, it's more than that. Remember studying archetypes in high school English? Reoccuring patterns that are found across time and cultures? Some are themes: Good vs. evil, the inexperienced youth becomes a man through suffering . . . Some are actions: The bad guy initially seems to be winning, then the badly injured hero pops back and wins in the end . . . Some are characters: The mad scientist, the poor but honest family, the orphan who makes it though a combination of "luck and pluck" . . . variations abound, but these concepts are in our "literary genes". Well, we all know that the hero's best pal or wise mentor often bites the dust, which gives the hero a renewed personal reason for him to continue his fight anew. Dumbledore was going to die. Originally I thought Ron would die too (and he still could in book 7), but then he took the "lucky juice" and I abandoned that notion.
Of course, JKR has occasionally gone against the expected archetypes in little ways. The physical appearance of the characters, for example: Harry's hair is dark (traditionally dark = bad), while the Malfoys (an evil family) are all fair-skinned and blonde. Continuing this piece of symbolism, it's interesting that the Weasleys -- a family who is considered a bit "odd" by many, though certainly not outcasts -- are all redheads. They're the wildcard family.
I was sure from early on, too, that Snape was the Half-blood prince. The book was found in his former classroom, and we know he's always been a whiz at Potions (James, in a pensieve memory, told him to go play with his chemistry set). It's easy to explain the age of the book too: it was his mother's property originally. I can also see him styling himself "a prince" to Voldemorte's "Lord". Royal titles, and at one point Snape fancied himself as Voldemorte's second-in-command, his "prince".
I never thought Voldemorte was the Half-blood prince. He cares too much about the purity of blood to ever describe himself with such a title.
What I'm not sure about is whether Snape is good or bad. In earlier books I thought he was malicious (because of the torment he suffered as a boy), but not dangerous. Then in Order of the Pheonix I became convinced that he was actually good (having worked as a double-agent with his real sympathies lying with Voldemorte); at the end of Pheonx, I believed he'd die saving Harry in the next book, and Harry would realize too late that Snape had been a friend all along. It's still possible that this could happen in the last book, but I just don't know. I think it's significant that his hand shakes on the third question while he and Narcissa are making the Unbreakable Vow. I find Snape interesting because of the uncertainty.
I thought the scene with Narcissa and Belatrix in Snape's house was brilliantly done. It perfectly mirrors our suspisions: Two women (one light, one dark) who feel very differently towards Snape. Both are intelligent women, both have reasons to feel as they do . . . and we, the readers, are left not knowing which woman is actually right. Snape is either wonderful or horrible, and I'm not sure which. We must not get caught up in the fact that we don't like his personality -- he's not warm and fuzzy, and he holds grudges -- but that doens't tell us whether he's good or bad. Regardless of the truth, he's an excellent actor; he has either fooled Dumbledore for 16 years, or he has convinced Voldemort of his loyalty.
I do believe Dumbledore is actually dead -- though that doesn't mean that he is completely gone. The phoenix' song, the funeral, the fact that Harry's spell was lifted -- these things point to the fact that he's really dead. However, the phoenix symbolism might mean that he will "be there" in some other form. His portrait may talk to Harry (though that'd be too easy), he may have left a letter with instructions . . . I think he may still continue to advise Harry now and then, but I don't think he'll be able to actually work magic himself or take part in the final fight. Remember, Harry said that Dumbledore would never actually be gone from Hogwarts as long as people were loyal to him; Harry and Hagrid (as well as others, but those two in particular) will never stop being loyal to Dumbledore.
Malfoy . . . much of the material in previous books has spawned from the acid between Draco and Harry. Though he was mentioned frequently in Half-blood Prince, he was not around much -- understandably, if you'd made a promise to Voldemort, you wouldn't be hanging around with friends much either! With the exception of the train scene, he's presented as a sympathetic character. He's afraid, his mother's worried enough to betray Voldemort, he's skipping his favorite sport, he's crying in the bathroom, and he's unable to complete his mission in the end . . . who'd have thought we'd be feeling sorry for Draco? But by the end, I do pity him. As Hary grows, he gains knowledge and maturity . . . Draco has lost his father to jail, he's lost his reputation . . . he's going backwards. Of course, Harry and Draco have always been literary foils, but I think Draco could change sides and help Harry in the end.
I think many of the smaller characters still have a part to play:
Neville, I think, will help significantly in the end. He's unsure of himself because he's been hen-pecked by his grandmother all his life, but he's a good wizard. In book 1, it was Neville's courage that won the house cup for Gryffndore. I can see him potentially killing Voldemort in the end. Perhaps standing over Harry, who is too injured to contine, and finally proving himself as good as his parents?
Though Fred and George are no longer students, they may still play an important role. Their loyalty is beyond question.
Ginny . . . oh, Harry's broken up with her, but they're not finished. It's been pretty obvious all along that they'd end up together. JKR has to provide a "perfect" girl for Harry. Ginny's from a family that's fiercely loyal to all Harry loves. She's smart, funny, athletic . . . and there's a certain literary precedent for the hero falling for a friend's sister. Ron said waaay back in book 3 or 4 that he thought Harry and Ginny would get together. Certainly Mr. and Mrs. Weasley would welcome Harry into their family (in fact, they already have, though they see him as an adopted son, rather than a potential son-in-law; but don't tell me that Mrs. Weasley isn't already thinking about this match for her youngest child!). Back to Ginny and the plot . . . she will definitely try to help Harry, and she will probably be very useful.
Bill will have to be significant in the next book. JKR wouldn't have him bitten, then just leave him out of the rest of the book. And now he certainly has plenty of personal reason to fight. He will kill Greyback, thus avenging himself, Lupin, and countless children.
I definitely think we'll see more of Tonks. She's been mentioned so many times in this book -- always popping up at the right time. Now that her emotional roller-coaster with Lupin seems to be over, she'll be stronger again and will be a bigger part of the last book. I think Snape might be in love with her too. At one point, he insults her new patronius (which we know is furry and has four legs -- obviously a wolf); Snape doesn't insult people randomly; he insults people because he is hurt. He knows that she doesn't love him.
We're not finished with Percy either. He's a prat, no doubt about it. But the series can't end with him "on the outs" with his family. He's ambitious and foolish, but he's not evil. He will realize the error of his ways and be reunited with his family.
McGonagall, I think, will be named new Headmistress of the school. She's the obvious choice. That is, of course, IF the school reopens. I think it will; otherwise, how will the plot sustain the gathering of all the characters? And I think all the characters need to be together; I don't think we can just drop Luna, Seamus, etc. I can see Hermione and Ron returning to school (after all -- their parents won't allow them to leave), and Harry going out on his own (perhaps aided by Lupin, Tonks, Hagrid, or the mysterious RAB); however, being aided by Hermione's research from the Hogwart's library. Hermione and Ron, however, will be there at the end for Voldemort's final defeat. I think it'll be a rather dreary school year though; Quidich will take a backseat to safety, for example. I think McG will continue to play her current role -- I see her as protective of the students, but not necessarily right there in the thick of things with Harry. At at least one point she will call him to her office (even though he's no longer a student), where he'll have painful memories of Dumbledore and perhaps receive a message from his old mentor.
Kreature, too, will play an important role. I suspect he knows more than he's admitted, and Harry -- because he dislikes Kreature -- is ignoring an important resource. We know that Kreature is hoarding Black treasures up in his bedroom; I think it's very possible that he has a locket or a golden cup up there!
Finally, I think Hagrid will be very important in this last book, whereas he was rather absent from Half-blood. Hagrid has always been fiercely deveoted to Dumbledore, and he will do anything to help avenge his death. Furthermore, one of his last assignments from Dumbledore was to go to the giants -- a task that resulted in Hagrid bringing home his "baby brother". I don't have any idea why the giants were brought into the story, but I doubt they were there for no reason.
House elves, too, have been mentioned often enough to keep them in our memory. Perhaps they'll be called upon in the final battle to do their part, which might also lead to the end of their enslavement, which would make Hermione very happy.
Horcruxes . . . We suspect Voldemort made six. The diary and the ring are destroyed. That leaves four.
We suspect that the locket (Slytheryn) and the golden cup (Hufflepuff) are two of them. It would make sense for Harry to search for these first, and I think we'll learn RAB's identity during this portion of the book. I don't think it could be Sirius' brother; if it were him, the house wouldn't belong to Harry. He could pretend to be dead, but the magic would "know". I could be wrong on that part. Anyway, I suspect these will be found in fairly short order.
Then he'll have to search for the mystery horcrux. Since we have no idea at this point what it might be (except that it's probably a Ravenclaw item), I suspect we'll discover some clues at Godric's Hollow. I don't think Harry will find an actual horcurx at the old place because Dumbledore already found the ring there. From a practial point of view, Voldemort wouldn't have hidden TWO horcruxes in the same place. I also don't think he'll find one at the nearby Riddle House; with his distain for all things muggle, I can't see Voldemort hiding part of his soul in a place he finds distasteful.
Will Harry discover at Godric's Hollow that he's the heir to Gryffndor? I don't think so. I don't see how that could advance the plot, and final books are about wrapping things up, not opening new plotlines. Harry and Voldemort as enemies is already firmly established. Plus it goes against the sorting hat's constant warning to work together.
I think the mystery horcrux has to be something that Voldemort had on his person the night he killed Harry's parents. Why? Because he would have needed the object to finish the magic (or so I suppose). So after his "death" what happened to it? Pettigrew could've taken it. As such, it could be in Snape's house (located at Spinners END --Snape spins lies, could he find his own end there?), which brings us back to the idea of whether Snape is good or bad. If Snape's good, he could potentiallly destroy this one -- once he realizes he has it -- thus bringing about Voldemort's wrath and his own death. In this way, he could "redeem himself".
Harry cannot be a horcrux. Dumbledore already said that using a living/breathing creature as a horcrux is dangerous. He's iffy about the snake. If Harry is holding part of Voldemort's soul, why would Voldemort try to kill him? In doing so, he'd be un-doing his own work.
I feel pretty sure about the final horcrux though. Dumbledore thought that Voldemort would've wanted an item from each of the four founders, and he says that the sword is the last known item to have belonged to Griffyndor. He never even considered that IT COULD BE a horcrux itself. Riddle spent lots of time at Hogwarts. He was responsible for Myrtle's death (indirectly through the basklisk); the sword could've been his very first horcrux. And we know that he wants to leave these things in significant places -- Hogwarts is THE most significant place in the book, and the Headmaster's office is THE most significant place in Hogwarts. Plus, with all the other magic around, it'd be hard to identify it though residual trails (like Dumbledore did in the desserted cave). Finally, it only makes sense that the final battle will take place at Hogwarts. Harry will destroy the other horcruxes, Voldemort will discover their loss and head to Hogwarts to reclaim his final trophy . . . which will allow the final battle to take place there.
If this is so, then Harry used a horcrux (sword) to destroy a horcrux (diary). Ironic.
My predictions for the end of the series:
Harry will live, though he'll probably bear some scars from his final battle with Voldemort. Hermione will also live. I also can't see Neville or Ginny dying. Anyone else, I think, is up for grabs. If any main character dies, it'll be Ron. There's a long literary history of best-buddies dying heroically, perhaps saving the hero, then living long enough to say, "Go get 'em for me, friend."
Draco Malfoy will come over to the right side, as Dumbledore begged him to do. Harry will realize that he was a childhood bully, but he has no real power now that they're adults. Plus, that darned sorting hat has been telling us for ages that to win, the houses must work together. Perhaps Harry and Draco TOGETHER will defeat Voldemort. Crabbe and Goyle have never been important characters -- they could live or die.
Snape will definitely die. I don't know if he'll die a hero and have a huge funeral just like Dumbledore's, his true worth having been discovered only at the end of his life . . . or whether he'll die in Voldemort's service, a true villain . . . but he will die. So will Bellatrix; she must be punished for Sirius' death.
Harry will realize that his former desire to become an auror has diminished; after all, he will have killed the worst villain in history -- where could he go from there? He will stay at Hogwarts, the only place he really belongs, as DADA teacher. Despite his youth, he will be the most qualified person. With Ginny at his side, he will be happy teaching scores of new wizards. And with McG as Headmistress (or possibly dead), someone will have to take over as head of Gryffndore.
Under Arthur Weasley's leadership as the new Minister of Magic (who else has been completely loyal and is qualified?), the wizard world will enter a time of peace.
Whew. Is that enough of my opinions?