I’ll just talk about the finale otherwise we’ll be here for a while. This is just wishes/speculation about what I would like to see, virtually nothing in this list is based on evidence.

• The Spirit World. The creators did say we would see it, but whether they meant this season or next is a mystery. Mind you the Spirit World does tend to pop up in Avatar finales, and maybe, just maybe Korra might go there. 
• Amon’s time as a villain coming to an end. In an interview for the LOK near the premier the creators strangely gave away that Amon was a 1 season arc. So his time is running out. I’m interested to know if they will show us his face or whether he’ll fall of something and we never know who he was. 
• The less love triangle the better. I’ve made no secret that I can’t stand the clusterfuck that is Asami/Mako/Korra and while that plotline is inevitably going to covered in the finale I hope it’s for as little time as possible. But this is my wish, knowing how the show has gone so far I wouldn’t be surprised if Asami makes sad faces for a couple of minutes and Mako decides to lick Korra’s face in front of everyone. 
• Aang. What can I say, if Korra goes to the Spirit World he should show up. And any finale is made x10 better if he shows up. 
• Hiroshi Sato & Asami showdown. She’ll be given a choice to join the Equalists, and while I’m confident she’ll stay with the rather lame Team Avatar, it should be quite an emotional moment.
• Katara? She might pop up. No, I don’t think she’s going to die. Tenzin might be plonking the kids at the SWT so she might be there to say hey.
• That awesome moment they have at the end of every Avatar finale that makes you go ‘OH SHIT!’. In S1 it was Azula, in S2 it was Ba Sing Se falling and S3 was Aang and Katara making out into the credits. Some were more dramatic than others, but I’m sure LOK will have some sort of cliffhanger/major reveal.