I still hold that Harry himself (embodied by the scar) is the final Horcrux and that all signs point to him dying in the last book. JKR has dropped several out of book clues, including her recent statement that yet another major character will die in the laast book and the fact that in an older interview she stated that though she may write some more books set in the 'Harry Potter' universe in the future that she'll never write another book about Harry himself.

And actually this would be a fitting end to the series- Harry, who never truly feels complete and longs for his parents, would both be able to get his hearts desire (be reunited with his parents and Sirius on the 'other side') and also be able to save the world from the evil of Voldemort.