All my spoilers will be behind cuts, at least till August (be warned, some of my flist are ceasing to use spoiler cuts sooner than that).
Oh, and this is mostly just my first reactions, with some links to essays that explain some items of plot better than I ever could. No major theories set out here, just a few being espoused.
In no particular order, really (maybe a bit chronological):
--The book opened, for the first time, with scenes that Harry is not a part of. Hmm! I found the conversation between the new Minister of Magic (Scrimgeour) and the Muggle Prime Minister to be both amusing and chilling. People have already started to die!
--Chapter two floored me. I have been holding fast to the idea that Snape is Dumbledore's double agent, and I don't think anything in the scene actually contradicted that...but I had to pause and think HARD about what possible motive he could have for taking the Unbreakable Vow. To protect Draco, all right, I can see that (more on that later), but to do some unnamed task for the Dark Lord....
--I loved all the time we got with Dumbledore in this book (though that alone was my immediate confirmation that he was fated to die in this book--which I had guessed long ago). He really tries to make up for past mistakes, to prepare Harry, to pass on his knowledge and wisdom in honest ways and to make sure that Harry is kept in the loop as much as possible.
--I don't generally 'ship, but I was not surprised by Ron/Hermione. Nor by the fact that it took them SO long to actually get it right. Harry/Ginny, on the other hand, felt a bit rushed to me. But I'll buy it, because it makes Harry happy (that first kiss in the party is one of this book's shining moments).
Also, anyone who thinks that Ginny won't follow Harry just like Ron and Hermione? I mock you. Of course she will. She knew exactly what she was getting into when she let Harry kiss her, and I somehow doubt that our stubborn Ginny is going to let that go. She'll do what he needs her to do--but she'll also do what she thinks needs to be done.
--I was not surprised by the identity of the Half-Blood Prince, though I kept on guessing other people throughout the book (Slughorn, Lily, Tom Riddle...). Snape made the most sense, though I really didn't go for that explanation until the moment Harry used sectumsempra! on Draco and we saw it draw blood, much as Snape cursed James in Snape's Worst Memory.
--I thought there was something seriously wrong with Tonks. At one point, I recall thinking "Someone's broken her!" I don't think I meant it in the sense of being broken by torture (why that didn't occur to me, I'll never know, it would have been an obvious guess given my paranoia at that point in the book), but just in the sense that she seemed so different than in OotP. I thought she was the accomplice in Hogsmeade, until we discovered that it was Rosmerta.
--But I do buy her depression being over Remus. No, I do. He's off living with werewolves as a spy, never around, saying they can't ever be together, in danger of death if the others find him out; she's busy as an Auror on the front lines of a war that involves Dementors (who are breeding--does anyone else find that image disturbing?). No wonder her hair's gone mouse brown.
--And their relationship gave us another shining moment: at the funeral, when Harry sees them holding hands.
--The first real surprise, for me: Like everyone, I assumed that Slughorn was being recruited to teach DADA. The announcement that Snape was teaching DADA and Slughorn Potions nearly knocked me out of my chair.
--Also: there is an actual CURSE on the DADA position, put there by Voldemort. Geez. No wonder they can't keep teachers. This explains a lot, including why that jinx is school legend since far before Harry's time.
--I'm not fond of Fleur, but her moment of fury that anyone would assume she’d leave Bill just because he's scarred was brilliant. She'll fit into the Weasley family just fine.
--Not much Luna, but I loved that Harry took her to Slughorn's party. And that what excited her was that he called her a friend. Oh, Luna.
--There was certainly humor in this book, but not enough, imho. Though yet another shining moment was when Harry revealed that he'd fooled Ron into thinking he'd taken the Felix Felicis potion...and that Ron, in fact unaided by any potion, had won the game for them.
--Now for the serious stuff. Horcruxes. Creepy, disturbing way to acchieve a kind of immortality. It makes complete sense that Voldemort would seek out such a way of surviving, and it was neat to finally find out why Voldie didn't die when the curse rebounded off Harry. I'm guessing the next book will be a quest of some kind, now that Harry has a goal to work towards.
--Was that trip into the cave, over the lake, for nothing? Did Dumbledore really have to drink that potion (whatever it was--remember, people, if JKR leaves out information conspicuously, it means something) for nothing? Because that Horcrux had already been destroyed? I hate to think that Dumbledore died in vain. [well, okay, I don't think he did...see links below.]
ETA --Of course, we did get another shining moment out of this whole trip: when Harry is supporting Dumbledore on the way out of the cave. "I'm not worried, Harry.... I'm with you." If that's not a confidence-builder, coming from someone like Dumbledore, I don't know what is. I wanted to hug the man.
--In fact, I'm fairly sure that Dumbledore knew what was going to happen. Think about this: he knew where to take Harry to supposedly find the Horcrux, and apparently had some idea of the barriers they might encounter along the way (note, though, that he had not said anything to Harry about this particular Horcrux, in the Pensieve or otherwise). Dumbledore also made Harry promise to do whatever he told him, no matter how much he didn't want to. Clearly, Dumbledore knew that he might have to go through something like drinking that potion--whatever it was. And Dumbledore snatched up the locket. Are we to assume that he is really weak enough at this poin that he cannot even tell whether it is a Horcrux at all? We've just seen him feeling out the locations of spells because he was familiar with Riddle's work. He's mobile and lucid. I don't know.
And then, up on the tower, the first thing Dumbledore asks Harry to do is fetch Severus Snape. Not Pomfrey, not Slughorn, but Snape. With the appearance of Draco, everything changes, but Dumbledore's only action before his wand is knocked away is to immobilize Harry, out of the way of the fight. Why would he do that? Surely, it would still have been possible to talk to Draco without making himself completely vulnerable?
The Death Eaters appear, and then--Snape. Now I realized what Draco's task was, and what the Unbreakable Vow Snape took back in chapter 2 might actually mean. The moment when they stand staring at each other, Snape's face full of "hatred and loathing", I understood that Harry saw a Death Eater unmasked. I saw something else, a man hesistating before doing something that he hates himself for being able to do. "Please..." Dumbledore says, or pleads, according to Harry. "Severus...please...." And I cannot buy that Dumbledore would beg for his life from anyone. He shows no fear of Snape, only asks him those few words.
I could see it coming, but that Snape could actually lift his wand and speak the Death Curse with enough force to kill Dumbledore still sent shockwaves through me.
I suppose I can see why some people are crowing that yes, Snape is Ever So Evil.
I beg to differ. I think Dumbledore had every bit of this planned, and that he wanted Snape to speak that curse.
I'm not sure why this had to be done, but I'll leave you with a couple of essays from people who have given this a lot of thought, and who make some very good points.
Of basins and lockets, of Dumbledore and Snape: the (Hor)crux of the Matter by rj_anderson
You Might Consider The Possibility That I Understood More Than You Did by sabrinanymph
On Snape, Harry, Dumbledore and redemptions in HBP by lilith_morgana
--One last question about the death. Where was Fawkes when Dumbledore was dying on the tower? Why wasn't he there? I'd like to know. I actually have a theory (related to rj_anderson's essay above), but I'd love to hear what you all think, first.
--I didn't cry over Sirius when I read OotP, but I did over Dumbledore. The moment at the funeral, when someone is mumbling a speech about him, and Harry flashes back to Dumbledore's idea of "a few words": blubber, oddment, tweak.... Because that, in the end, is who Dumbledore really was. Someone wise enough to know the value of laughter and nonsense and love and longing, as well as book knowledge and mentorship and second chances.
Harry remains Dumbledore's man, through and through (what an excellent echo of Chamber). I think that Snape, also, remains Dumbledore's man, though none of the Order know it yet. And in the end, though Harry and others will lead the way, the final victory over Voldemort is going to be Dumbledore's.
I can't wait for book seven.
More thoughts as they occur to me.