I am probably going to rehash some of the other thoughts that have been presented so far, but here are my thoughts:
Sad, but not surprised that Dumbledore was killed.
Stunned a bit at Snape being the HBP. Makes sense, but...
Dumbledore has always been JKR's "muse" as he leaks the truth to Harry. His death at Snape's hand is probably not what it seems on the surface. I truly believe that mankind is good despite the fact that mankind tests my beliefs daily!!! In that line, I believe that Snape was destined to kill Dumbledore for a greater good (saving Draco perhaps and/or leading Harry to his destiny).
Snape was perhaps acting under a curse. The position of the DADA position is cursed and affects the "professors" in different ways depending on their personalities. This is a huge jump based on the fact that no insturctor has lasted more than a year.
Despite the ending, Harry, Hermoine and Ron will be back at Hogwarts for at least part of Year 7. The final battle will culminate at the school where "Dumbledore will never be gone as long as there are those who are loyal to him." Ginny, Luna and Neville will be prominent in the final book also.
Lavender and Ron had a high ICK factor for me too. Although, I did enjoy Hermoine's revenge of spells and the obnoxius wannabe! Ginny will not leave Harry; she has too much time and heart invested.
Despite Dumbledore's death, his presence will be felt in the final book.
Overall, I agree with the earlier poster who said this book was a bit rushed. JKR has a life outside of writing now and it shows. Not necessarily a bad thing (speaking as a career woman who took time off to raise her family), but it does show in this book. The only thing I truly fear of the final book is that she does not give it the effort it (and the fans) deserves.
I will reread this book over the next few weeks to digest the details I missed. And I am sure there are many.
Anyway, there are my thoughts, opinions and ramblings!!