Breaking Bad is a very, very dark show and I expect it to end that way in Sunday's send off. Vince Gilligan spent all this time creating a huge amount of empathy for Jesse Pinkman, getting viewers to almost unanimously root for him. What better way to end this study in human ugliness than to have him murdered in front of millions of viewers? I'm reminded of how Leonardo DiCaprio's character Costigan was blown away near the end of The Departed. It wasn't exactly surprising but it was still shocking in how violent, quick and jaw dropping it was. You're fooled into thinking he's safe, only to have the rug ripped out of from underneath you. I also think Jesse's just been through too much. Not one but two girlfriends have now died on him and he's believed he was about to be murdered on numerous occasions. Also, no matter how much he just wants Walt to love him it hasn't happened and he's given up on life. It's too much to bare. He just seems done with life at this point and death would actually bring him some relief.
The title of the finale is "Felina" which sounds like a reference to a little cat. I believe that little cat is the brunette gal queenpin Lydia. There has to be some reason Gilligan's kept her around and I predict she's a major player Sunday. She's constantly paranoid, has escaped death's door before and she despises Todd and the Nazis. The scene earlier this season in which she had to cover her eyes because she was too afraid to see all the dead bodies was meant to throw us off. I bet she gets up her nerve and smokes Todd's ass in the finale.
That's all I got. As for Walt... like you I have no clue.
PS - My wife has one theory that suggests Jesse is actually Walt's son... born to he and that woman he used to have an affair with in his Gray Matter days. Wouldn't that be explosive?