i think harry himself is the last horcrux. if you think about how all this started, voldemort had just killed his parents, which makes him ripe for horcrux making. then he, eventually mistakingly, tries to kill harry, which backfires. i think that, along with the fact that harry was protected by his mother's love, was the point that harry became a horcrux. Voldemort was warned that making too many horcruxes could be dangerous, and he found out just how dangerous.
when harry gets older, dumbledore explains that voldemort put a bit of himself into harry, which is how one makes a horcrux. this was obviously done by mistake, because voldemort was just as surprised as anyone else.
as for the scar, my theory is that, since harry may be the only horcrux that is actually alive, it serves as a sort of connection between voldemort and the part of his soul that's in harry. that, of course would explain harr's visions and almost psychic connection with voldemort.
in the end, i'm sorry to say, harry will of course have to sacrifice himself to make sure that voldemort doesn't come back. therefore, voldemort and harry will have to die at the same time, unless harry comes up with or somebody informs him of a major loop hole.
well, that's my theory, anyway. obviously i've had lots of time to actually think about this. let me know what you all think.