Walt is digging himself quite the hole...
In some ways he is digging a deeper hole, but he also doesn't appear to be leaving behind any evidence.
The gun he used wasn't his, and assuming he properly disposes of it, there won't be any evidence that it was his doing. While the DEA found a way to get to Mike, there still aren't any obvious connections to Walt...yet.
I think ultimately that someone is going to have to turn on Walt in order for him to get caught by the DEA. Or he slips up and gets caught. But so far, I haven't see any major slip ups that have left evidence; Walt's been pretty careful about covering his tracks even when the shit hits the fan.
It's possible that Walt will slip up and that no one will have to turn on him in order for him to be found out or killed. I noticed that, for the first time I can recall, Walt admitted to missing a detail in this last episode. While Mike sat in the grass, Walt stated that he forgot that he could have just gotten the names from Lydia. Maybe this brief, small lapse in judgment is a sign that he will continue to overlook details and make larger mistakes in the remaining episodes.
But, if someone is going to turn on him and cause his downfall, Todd is a new possible rat or murderer. Notice how he didn't want to be paid until he learned the cooking process? He may be planning on turning Walt in or killing him once he figures out how to do the cook, and then turn the secrets over to the highest bidder. I doubt Todd is already working for someone in the meth business, as he was simply a thief with Vamanos Pest before. However, since working with Walt, maybe he's sought out connections? Who knows...Todd's still a pretty big mystery, which means that he could turn out to not be trustworthy for any number of reasons.
Then there's Jesse, of course. He wants out of the business, but Walt won't hand over his share. Aside from Skyler, Jesse is now the character with the most incentive to get rid of Walt. But I don't think he'll simply turn him in to the DEA, as that implicates him. He'd have to get a sweetheart deal from the DEA to consider ratting Walt out, and even then, that would not get him his money. Jesse would have to devise a smart plan to kill Walt
and get his money. Given the fact that Jesse has become more and more of an "idea guy" in recent episodes, it's not entirely out of the realm of possibilities.
They've got a lot of directions they can go with this, and they've left enough clues so that any of those directions are plausible.