In the last episode, we are given a surprise - Desmond is back - seemingly without Penny. I have no idea why.
However! We have not seen the last of WALT. He's not only going to come back, he's going to kill John Locke by throwing a knife into his chest 'before he can speak a word'. And then Walt will become Jacob's successor - even though he's not a 'candidate'.
Evidence: season 1 - everybody's playing golf. Except for Locke who's throwing knives at a tree. Walt ambles over and asks 'Can you teach me that?'
Sorry for spoiling the show's conclusion.