One of the most wonderfully hilarious things in the world is that fundy Christians in the USA mistook a satirical article about Harry Potter triggering a rise in Satanism for a real news report, and actually used the text of the article in chain E-mails warning of the danger;
http://www.snopes.com/humor/iftrue/potter.htm
As for the books themselves, they're great, and I'm looking forward to OotP out on film summer '07.
The last book seems liely to be the last Harry book, from what JK has said; no 'Harry at University'. This is and always has been a seven book sequence.
Harry dying is not impossible. Also in the firing line are Ginny, Hermie, Ron, and (prehaps more so as already commented on) Hagrid and Neville. I also agree that Severus might play a pivotal role at the last monute; maybe something like Vader chucking the Emperor over the railing in SWVI:RotJ? I predict that RAB is Sirrius's brother whose middle name is Arcturus... and maybe Sirrius will stage a come-back? I mean, him being dead isn't TOO much of a barrier in a fantasy. And Id be suprised if Dumbledore doesn't make an appearance as a portrait.
Given the linkage between Voldermort and Harry, maybe Harry absorbs Voldemort and extinguishes the evil, becoming the most powerful wizard of all time? Maybe Harry's destruction of Voldemort will come at the cost of his own magic powers? Those two options make far better endings than Ginny and Ron sobbing over Harry's body.