Okay... Here are some MAJOR spoilers:
The Death:
1. Dumbledore clearly didn't expect to die and was stunned that Snape turned on him. After all, Dumbledore doesn't plead to anyone and that's what Harry saw him doing.
2. I had alot of sympathy for Snape after seeing his pensieve vision in Book 5; however, it turns out he really is a bad guy. Here's why I don't think that his actions can be justified. Snape was given a second chance by Dumbledore despite being complicit in James and Lily's death, and he used that second chance to kill his biggest supporter.
3. It was not that shocking that Dumbledore died (see Star Wars, Lord of the Rings, et al...); however it was pretty shocking that Snape did it especially since Rowlings spent five books convincing us that Snape was on the right side.
4. Dumbledore really is dead; however, the Phoenix always rises from the ashes.. now doesn't it????
Other observations:
1. I really loved the horcrux chapter and Dumbledore's speech about what tyrants fear.
2. Speaking of horcruxes... Kudos to all those who figured out who RAB was (already). And now for a bit of speculation... Who sent Sirius's brother to destroy the horcruxes? And where is the really horcrux hidden??
3. I'm glad that Harry's going back to Godric Hollow. I want to know what Lily and James were up to.
I think Kreacher has it, or at least knows where it is.
RAB=Sirius' brother?
IMHO, one of the Horcrux's is Harry's Scar!
I really think it was a "please kill me" sort of plea. Dumbledore was weak and caught, and they'd have taken him to Voldemort. Snape did his bidding -- whether out of self preservation, or some sort of loyalty. Probably some combination of the two.