Last things first: book #5 is due out in June or July this year. IIRC, it's called HP & The Order Of The Phoenix.
Re continuity and fore-shadowing: there are numerous elements setup but never touched for several books. It is a tribute to the effort Rowling has put into the world design that enables this to not only happen, but for it to be seamless. I cannot pick what incidental things are in the existing 4 books that will turn out to have set the stage for book 5!
You also reminded me of something most curious. Before I had read the books or even seen the movie trailer, I heard a friend of mine at church talk briefly about them. Although I agreed with most of her comments, the one that struck me as a bit "What did you say?!" was that the later books contained more detail about the magic. Er, no, they don't. Not really. Rowling plays with popular mythology well - down to potion ingredients and spell components - but kids are not in danger of trying to use them to do "real magic". And if adults wanted to try, reading HP is definitly the wrong place. (How do I know? Call it research. :-)
Wade.