At the end of season three, however it actually happened doesn't matter-- the firelord was defeated and as the ultimate precaution Aang destroyed Sozin's comet. Ignoring all couples and shippings, here's what I have ideas for:

Azula: Ozai was defeated, but Azula wasn't and she managed to escape out to somewhere and went into hiding. Slowly for a little while she began to create a new army of her own to start a war all over again. She is banished by the new firelord, so this is a difficult task. Even more difficult because of a "revolution" happening within the fire nation. Anyway, the new firelord shows up talking about a "bridge" and demands she hand over her army to him. Azula refuses and they clash in battle. A battle she loses. She is left for dead by her collected soldiers, who accept the??firelord as their new leader. Azula wishes to have revenge for this, but she knows she can't do it alone, and so reluctantly she sets out to find the avatar and his friends. Equally reluctantly they accept her help, as they are facing new problems also.

Mai & Ty Lee: Ty Lee returned to the circus after the war, where she sees she is truly happy. Mai is always bored no matter where she is, so she followed with Ty Lee to her circus job, where she impresses the crowds by hitting bulls-eyes. (Lame, I know) Anyway, there is an attack on the city they are performing on one day and barely manage to escape with their lives, as fire nation soldiers burned down the entire place. They meet up with Azula who they are no longer very good friends with, but join her anyway to find out what's going on.

Iroh: (assuming he doesn't die in season three) Iroh is now the new firelord, and as his first command, he chooses to banish Azula for all her evil. Iroh, however, falls prey to a strange sickness which he is unable to come out of. he had been showing signs since days after Sozin's comet was destroyed and the war ended. Zuko, being the ever-worried nephew, sets out to look for help. While Zuko is gone however, Iroh awakens and demands for a new army to be formed. Everyone is confused at his request, and when Iroh reveals he has less than a good purpose for the army, no one will obey his request, fearing another war. Iroh goes on a rampage and escapes to look for an army to command. He stumbles upon Azula who is somewhat surprised to see him. He commands her to hand over to him her gathered army, so that he may find "the bridge". She refuses and attacks him along with some of her army. Iroh lays waste to her aiding soldiers, and her as well. He looks upon the rest of the built army and gives them a choice. Follow, or die. They follow.

Zuko: Worried for his uncle's life, Zuko sets out to find someone who can heal him, but he knows there is still turmoil between the other nations and the fire nation, so he goes to the next best thing. He searches for the avatar in the Earth Kingdom, and runs into Toph instead, who took it upon herself to make it on her own for a while. Since in the end of season three(assuming) Zuko was a big help in defeating the firelord and ending the war, she decides to help him look for twinkle-toes. She tells him he left to advance his training with the guru, (assuming Aang didn't die for a moment and the avatar state is no more) and they head for the eastern air temple to find him. The two engage in a conversation about Iroh which Toph is interested in, seeing as she's good friends with the old man. Before they reach the eastern airtemple however, they both run into a familiar face. Or to say, a familiar face, and equally familiar vibration.