Theory: Sylar's "real" power is the ability to look at something, figure out how it works and replicate it. He did it with the watches in the beginnig and it's why he has to cut into people's brains - to see how their power works.
Question: Did DL pull out Linderman's brain or just punch through it? That is a very important detail since Linderman is a healer.
More: If Sylar is still alive, Peter has to be alive as well. Here is where I come up with about a dozen different comic book reasons why my future husband has to come back, none of them related to his new 'do. Every villian has a hero who is his antithesis.
We already know that Peter and Hiro are the only (known) heroes with the ability to (single-handedly) stop Sylar. If Peter can manage to wrestle down more than one ability at a time, he has a few that Sylar doesn't (invisiblity, regeneration, flight) and they will give him the edge. If the show sticks to true comic book format, however, they will never kill each other but the attempts should be fantastic.
Theory: It is possible that Nathan is still alive if he dropped Peter just before he exploded and flew away. However, self-sacrifice for the greater good is a major factor in being a true hero so I have serious doubts that Nathan is still alive.
I had other theories and questions but it took so long to sort these out that I have forgotten my others. I'll be back later with more.
Oh, yeah....I've done some research on Origins, from interviews with Kevin Rielly and Tim Kring, and the NBC website and I keep finding that either they haven't decided exactly when to air the sub-series or that it will air after the season finale, since the base idea of the show is to let us, the viewers, select a new hero for Volume 3. But I keep seeing on forums that it is slated to air mid-season. Where are you people finding this information??? I'm not challenging, just want to know if my sources were updated after I got the information for my article.
ASA-Zeta Pi 
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