For my last comment, I guess I didn't pay much attention. As to if Neo died, he did. Not to badmouth any of you, but accept that The One can and did die. He was taken over by Smith (which kills the person inside such as Bane) and then destroyed from the inside by the machines. After it was over, his corpse was being dragged away. That is the way, I think, it should end. That way, no one is tempted to make Matrix 4 which would ruin it.
Don't presume to know what happens. We're never told neo's dead and we never see some bloddyed corpse. For all we know he's unconsious.
As for Bane. We don't actually know if Bane was gone since Neo knocked his bloomin block off before we got a chance to find out.
And Matrix 4 is comming. Summer 2007 😉