The Deathly Hallows
United, the three Deathly Hallows – the Elder Wand, the Resurrection Stone, and the Cloak of Invisibility – make their possessor the so-called Master of Death (this isn't child's play, folks). However, this isn't like an official title or anything; rather, it's a kind of symbolic way of saying that the successful possessor of all three Hallows is someone who has come to terms with death and therefore has attained a kind of mastery over it. As we see through the various histories surrounding the objects, the Hallows can't be used wrongfully to dodge or cheat death, like in the cases of the first two Peverell brothers. Instead, the Master of Death must come to understand the limitations and natural rules that apply to the powerful objects.
It's revealed that any desire for personal gain immediately cancels out the possibility of mastering one of the Hallows; when Dumbledore is tempted to use the Resurrection Stone to bring back his family and apologize to them, it fails. Only Harry, with his final acceptance of death, is able to unite the three Hallows for the first and last time, and become the Master of Death. He does so simply through his willingness to go with Death, without fighting or resisting, like his long-ago ancestor, Ignotus Peverell.
So, really, we see that the Hallows aren't actually about conquering death, or gaining power through magic, or anything like that – in the end, they're just symbols for the fact that death is an inevitable part of life, not to be feared or reviled.
Like the Hallows, mastering death is also the goal of the Horcrux, a Dark, Dark, super-Dark kind of magical object. However, unlike the Hallows, there's no good way to use a Horcrux. As we learned in Book 6, Harry Potter and the Half-Blood Prince, a Horcrux is a kind of vessel in which an evil wizard stores a part of his soul; as long as that vessel stays intact, the wizard clings to life. The catch is that a Horcrux can only be created by ripping the soul apart by the worst means possible – murder. Voldemort, cold-blooded, snake-faced, casually-murdering villain that he is, has created seven Horcruxes, more than anyone ever has before. As we know, Voldemort really doesn't want to die. Like, ever. And really has no problem with murdering. Bad combo.
A Horcrux can be anything, as we've seen here, ranging from inanimate objects, like a cup or a locket, to living creatures, like Nagini or Harry. The Horcruxes that Voldemort has chosen are symbols of his desires and plans. As one notable example, he's stored three snippets of his soul in relics of the Hogwarts founders, Ravenclaw's diadem, Hufflepuff's cup, and Slytherin's locket. These represent his profound longing to attach himself to the deepest-rooted lineage in the wizarding world, that of Hogwarts School. This desire clearly emerges from his own doubts and fears about his background. As a half-blooded wizard (his father was a particularly unmagical Muggle), the young, pre-Voldemort Tom Riddle chafed at the idea that any part of the magic world might be hidden from him, and the objects he chooses as Horcruxes reveal his deep yearning to master all aspects of wizarding knowledge and life. Each Horcrux thus is a symbol of some aspect of Voldemort's own insecurities, and so it seems fitting that their destruction ultimately brings about his downfall.
Expecto Patronum – the Patronus
We've been slowly learning about the odd and powerful Expecto Patronum spell since Harry was first taught how to cast it in Book 3, The Prisoner of Azkaban. While at first, a wizard's Patronus seemed merely to be a kind of protective measure – the only sure-fire way to combat the dreaded despair brought on by dementors – they appear now to be more than that. As we've seen in this book, wizards can send their Patronuses to communicate with others far away (both Kingsley and Mr. Weasley do this amazing trick early in the book), and they can also accomplish tasks for the wizard; witness, for example, Snape's deployment of his doe Patronus to guide Harry to Gryffindor's sword. Now that's one handy Patronus.
Speaking of Snape, we also learn in this book that Patronuses can communicate more than we think about a person. In earlier books, the Patronus seemed to be a kind of manifestation of the wizard's personality, or something deeply connected to that person. For example, Hermione's otter Patronus or Ron's energetic terrier both seem merely to demonstrate personality traits – perhaps Hermione's cleverness and her affectionate nature, or Ron's, er, doggedness (ba-dum-ching!) and determination. Similarly, Luna Lovegood's is a hare, showing her rather hare-brained (but quick) persona.
Harry's Patronus has always been slightly different, though – it's a stag, James Potter's Animagus alter-ego, which represents the protection and love of a father Harry never knew. The stag Patronus is a kind of connection to Harry's past, indicating that the Patronus can also be shaped by relationships, and by the people or things that give the spell-caster strength. This idea is emphasized even more in Book 7. Both Lily Evans and Severus Snape's Patronuses (Patroni? What is the plural, anyway?) represent the loves of their lives in slightly different ways. Lily's is a doe, the natural companion to James's stag; Snape's is also a doe, but it functions kind of the way that Harry's stag Patronus does, serving as a reminder of the person he loved and lost, Lily. Rowling explained that a "Patronus often mutates to take the image of the love of one's life (because they so often become the 'happy thought' that generates a Patronus)" (source).
A person's Patronus is thus always an important marker of their personality, their relationships, and their motivations, so whenever you see someone's Patronus mentioned in any of the Harry Potter books, pay close attention – it will always be significant!
The Sword of Godric Gryffindor
Gryffindor's sword is one of the relics of the Hogwarts founders, along with Ravenclaw's diadem, Hufflepuff's cup, and Slytherin's locket, and it's the only one not made into a Horcrux by Lord Voldemort. This is no ordinary sword, mind you – like the other objects, it carries with it the aura of its heroic owner, and is a symbol of Godric Gryffindor's distinguishing trait, bravery. The sword seems to recognize a "true Gryffindor" when it sees one, and it has a way of appearing when Gryffindor is in need – in this book, it magically appears in the Sorting Hat when Neville requires it to chop off Nagini the snake's head (Chapter 36). The sword is an enduring symbol of the values that Gryffindor House represents, and it acts – seemingly of its own will sometimes – to staunchly protect these values.
Hogwarts School of Witchcraft and Wizardry
Well, this is where it all started… and this is where it all ends. Throughout the seven books of Rowling's series, Hogwarts has remained a kind of beacon of everything that's good about the wizarding world – a love of learning, adventure, and good companionship. The young witches and wizards enrolled there learn about more than just charms and hexes, if we're to take Harry, Ron, and Hermione as examples; like any good school, Hogwarts also teaches its students how to care for each other, and for the world around them. It's fitting, then, that the last battle of the wizarding war should take place in this space of learning – between Voldemort's small-minded and prejudiced forces of destruction and the hopeful, diverse citizens of the magical world, united at last by Harry.