Harry can't be a Horcrux. All the horcruxes have to be destroyed and then you still have to kill Voldemort because a part of his incomplete soul is still inside himself. If Harry dies he can't kill Voldemort and the final piece of Voldemort's soul which still resides in his body. The prophecy also says Harry has to kill voldemort, but if Harry is dead he can't.

P.S- Remember when Voldemort talks about killing Bertha Jorkins at the beginning Goblet of Fire? What if he made a horcrux then?