Other things I would add for Volume Three (which is hard, since I am currently in the middle of writing a HEROES fic, and don't want to mention what I am writing about...)
-I don't see Sylar getting along with anyone for too long, especially if it were someone on the same path as him. I'd create a rival for Sylar, another villian that he constantly is running into, each ruining the others plan from time to time. This would allow for a finale where Sylar, relucently, allies himself with another hero to defeat the new Big Bad. (Infact, it would make for a great charecter piece with Sylar, as I don't think Sylar sees himself as truly "evil". He sees himself evolving, doing what he must to become stronger...to be lumped in with someone that does things just for evil's sake would piss him off)
-I'd get Mohinder back to his roots, as a professor and a researcher. Mohinder's father obviously must have researched other works for his book...I'd have Mohinder begin seeking out these other writers, discover exactly how they came to their conclusions about powers, and set up the introduction for new charecters through this (IE, a new villian was another researcher's patient zero, mimicing the Sylar creation)
-If Nikki were to survive, something needs to be done to make her interesting. I'd actually like Jessica to return, and have her tempted by the new Big Bad, while Micah stands on the other side, trying to teach her how to care about people without violence. Make it a war for her soul, as it were.
-I already talked about Hiro and Adam above
-Claire...I'd actually like to see her researching her roots, trying to find out more about her family. Maybe she discovers that all mentions of Nathan's father have been deleted, to the point that all she has is a name, birthdate and obit. Claire then begins researching him, seeking out other members of her family (Papa Petrelli could easily have brothers and sisters) to find out not just about his past, but also the birth of the company, all the while Angela works to stop her from discovering...something...