I read it straight away and I've started to re-read it slowly now. Some thoughts - warning because there are spoilers under the cut
* I am unsure about Snape. There are a couple of options.
(1) He is loyal to the Order and to the idea of defeating Voldemort. To get the most out of this, he had to do several things - prove his "loyalty" to Voldemort by taking an unbreakable vow to complete Draco's mission to kill Dumbledore. It is entirely possible in this case that he didn't realise what Draco's mission was until after he had made the vow, in which case he would have told Dumbledore what was coming. Dumbledore, realising that he would either be killed by Draco or Snape eventually, planned to make sure Harry knew as much as possible about Voldemort in order to kill him - really, then Dumbledore sacrificed his life for wizard kind, giving Harry the knowledge to suceed. This seems a good option, because it means that Dumbledore knew he was going to be killed at the beginning of the year, and explains why he personally collected Harry for school and gave him lessons and instructions all the time.
(2) He was pretending to be in the Order all along and fooling Dumbledore, Harry et al. I think this one is pretty self explanatory and what the book points towards. However, Voldemort is the most talented legilimens (according to Snape himself) however Dumbledore is the best wizard. Who would it be harder to fool? Dumbledore is more likely to have come up with ways to thwart Voldemort's attempts to read Snape's mind than Snape being able to trick Dumbledore.
Okay so I've convinced myself that Dumbledore knew all along and it was all on purpose.
* I found Dumbledore too wordy. However this coincides with the theory that Dumbledore knew he was going to die.
* There were too many romances. I found Harry suddenly being in love with Ginny completely unbelievable. Not that I had a problem with him being with her - just that he has know her at least 5 years, lived with her for 4 full years (when they've been at school together). So why didn't he show more of an interest before? I know she had other boyfriends, but tell me when that's stopped a teenage boy pining over a girl. On that note, Ron and Lavender was stupid, Hermione and McLaggan was worse, Bill and Fleur has so far been irrelevant unless something happens at their wedding, and Lupin and Tonks was just stupid. Oh and Madam Pince and Filch. Its like all the characters are pairing off and I can't stand it, like some horrible fan fiction gone bestseller.
* I missed reading about everyday classroom life. There are also two things about this: that the classrooms only came up when what was in the lesson was integral to the storyline, and that theoretically Harry won't be at school next year so lessons were fairly irrelevant anyway. Its a pity we didn't get any insight into Snape as a Defence Against the Dark Arts teacher though.
* The horcrux thing - If there are so many for Harry to find, that will be next to impossible in one book. My theory is that R.A.B has all/most the rest (R.A.B being Regelus Black who is not dead!), and that Harry will eventually find him and Harry, Regelus, Ron, Hermione, Ginny, Snape, Malfoy and the other members of the Order will take on the final battle against Voldemort, particularly with Harry against Voldemort. And I think Ginny may sacrifice her life saving Harry for love, which will end up killing Voldemort. That relates to the way Mrs Weasley said that practically her entire family had been saved by Harry.
So thats my thoughts ... anyone else read it?