Some crazy, but still possible, speculation (in no important order, and with possible SPOILERS):

1. Iroh tries to retake the throne with the order of the white lotus backing him up and dies in the process, Ozai having seen and accounted for the redirecting lightning move. Zuko is devastated. Some have already stated versions of this.

2. Zuko turns out to be a very effective teacher. On top of it, Aang, having a lot of "raw power" as Jeong Jeong stated, turns out to be an amazingly talented firebender. I'm almost certain the final battle with happen after the comet arrives. Aang facing off against Ozai, both with incredible power (Aang is a firebender too after all).

3. Sandbenders or Airbenders? Is it possible that they are concealing their airbending by making it look like a type of earthbending? After 100 years in hiding and exile, especially a harsh life in the desert, the only place the fire nation can't reach them, you would expect them to have lost their way a little. The elder one does seem horrified when he realizes his son stole the avatar's bison. Also, Aang has been all over the world so far, and hasn't run into any airbenders, seems that if they are still around at all they must be hiding in plain sight.

4. Sokka learns to waterbend? Every one of the four nations developed their bending skills when one or more of its members "learned" to bend (by watching badger moles or the moon and ocean, etc). But in the current time it seems less like they learn to bend, than it is something they are born with. But maybe Sokka, could learn late in life, just as the first water benders had, because of his affinity with the moon. Or maybe it will just be a one time, under stress thing (if at all).

5. Everyone is capable of bending every element. The creators have supposively said that it is a mix of "genetics" and spirituality. I think that they meant that the nation you are born into restricts what bending discipline you are capable of learning because the culture leans towards that element. Throughout the series, the characters (especially benders), are designed to act like their elements: The fire nation attacking the other nations, because it is fire's nature to consume, but just like the leaf exercise Jeong Jeong gave Aang, if you don't control the flame, eventually it will consume everything and snuff itselt out. Zhao almost did this when he killed the moon spirit, something that would have hurt all benders. I could go through countless other examples, but the point is that each nation and the people from them are very much like their elements. This makes me think it is spirituality that gives the bending power, and culture that restricts which element they can use. This would explain why the opposite element is so hard for the avatar to learn. The air-nomad culture is almost the exact opposite of the earth-kingdom's rooted culture. The guru stated that they are all one people, but live as if divided, just like the four elements, which are really 4 parts of the same whole. Further, there have never been any inter-nation couples or even interest until Aangs time. All the previous avatars and the people from their times we've seen had husbands or wives from the same nation. It's hard to imagine it hasn't happened before, but without mention we can't be sure. But I do think it is possible that an enlightened firebender could learn minor airbending or earthbending skills by understanding the culture of other nations and their affinity for their element, but waterbending would be way too hard unless you were the avatar.

Sorry for such a long post.