Well, it's quite obvious that Dead doesn't die (permanently), seeing as he's still kicking in the most recent season
Hearing them refer to Sam as the Anti-Chirst reminded me of something that I heard a while back, that Dean is an avatar of good or something like that, and Sam is evil. I'm kind of guessing that that may come into play by the end of the season. Maybe the brothers serve some sort of purpose they have to fulfill and some supernatural force simply doesn't want them to die yet. I'm going to assume that the 'boss' that the Crossroads Demon mentioned to Sam was Lucifer. Since he's the one holding all of the cards, maybe he's that force.
Beyond that, I'm utterly clueless