Well, after reading through this entire thread (and getting six questions raised in my mind for every one answered... The mere idea that all of Brandon's works are entwined by the Shards is mindblowing through sheer awesome epicness), then signing up for the forums, I just had two things to say that no one has mentioned here yet.
First, one of Brandon's earlier posts implies that
anyone can burn atium, much like anyone can burn Lerasium. It was something along the lines of "all Obligators who weren't Mistings or Mistborn were given atium and stressed until their bodies burned it." It may, of course, have been a typo, but that would certainly be a twist.
Second, as for the other four Shards: Why has no one mentioned the Iridescent Tones (or whatever their name was), the things that send the Returned back? Lightsong's eventual remembrance of his time on the other side implies that there is an actual sentient power there. Let me get the quote.
The God King in prison. Lightsong had seen that too. But above it all, he remembered standing on the other side of a brilliant, colorful wave of light, looking down at the world from the other side. And seeing everything he loved dissolve into the destruction of war. A war greater than any the world had known, a war more deadly--even--than the Manywar.
He remembered the other side. And he remembered a voice, calm and comforting, offering him an opportunity.
To Return.
I would be surprised if it turns out it
isn't a Shard, actually.