Somebody mentioned having Grevious turn out to be Darth Maul. If it could be pulled off, I would say go for it. It would give a purpose to an otherwise pointless character. Currently Grevious is little more than something to sell action figures and a 'cool looking' villian, that does little than eat up time in the film and give Obi-Wan a reason to be away from the Jedi Temple and Anakin for the dark side turn. Not sure how one could pull it off, but it would be great to see if possible.
As for why did Anakin stick around with the dark side after Padme died I never had a problem with the way the films handled that, there are several reason I can think of. First off, the dark side isn't so easy to walk away from. Yes, Anakin by going dark ended up destroying the reason he went dark in the first place, but I don't think you can just quit being a sith that easily. Second off, with everyone else now either dead or in hiding, Palpatine is the only friend that Vader has left. He basically doesn't have anywere else to go now but to stick around Palpatine.