Aang : Hey, where's the Earth King?
Zuko : We had people looking all over, but we just couldn't find him.
Mai : If we're lucky, he and the Bear ate each other.
A Wiki post mentioned the possibility of a new series based on a different incarnation of the Avatar, but I see at least a few TV-Movie-ish stories based on what's left over from what I agree was a very nearly perfect finale.
1 - Ursa's fate. I doubt Zuko will get a straight answer from his whiny father, but with the power now at his command, I can't see him not using it to find out.
2 - Was it me, or, even with Ty Lee, did there seem to be five Kyoshi warriors? I don't think Mai was joining up.
3 - How difficult is what Aang did to Ozai? Because if its not dangerous to him, he should at least try and seal off Azula's power. In Azula's case, I'm guessing Zuko appointed Li and Lo to watch over her while still under guard. Even if powerless, if she retained her ability to inspire troops, leading a revolt among FN troops still hungry for conquest is a concern. Then again, it seemed to me that a lot of her prodigious skills were built upon a house of cards, ego-wise. All it took was Mai and Ty Lee's simple defiance coupled with her father's exclusion from the invasion, and *maybe* Zuko being able to hold his own against her recently, and she began to unhinge. No one had ever told her no and meant it whom she no ability to coerce.
4 - His efforts in the present aside, I wonder how quickly Iroh was accepted into Ba Sing Se? His name was still notorious there.
5 - How many other Southern Tribe Water Benders (other than the Witch) and did any other Airbenders survive in hiding?
6 - Finally, some events that surprised me by not happening : No healing for Zuko's face, no lightning-bending for Zuko or Aang, no blood-bending for Kitara after 'The Southern Raiders', and the Avatar state being restored without Aang detaching from direct worry about his friends (I don't mean not caring--just trusting that they could take care of themselves).