I wouldn't be surprised if they pull a 'Tholian Web' on us, and have Stark pop up every now and then, most likely to Allison. With her being the only one to see him, no one will believe her. Except Carter, who's been there more times than I can count.
I have no doubt that Nathan Stark will return.
Eureka tends to do stand-alone episodes with an over-reaching arc through out the season to give the last few episodes of the season some scope.
In all honesty, to think Stark's permanently dead is the least likely of all the current options. Especially with no body and more than half of the current season left to air.
Just wait it out.