1. Molly was involved in his survival
My reason for thinking this is that Sherlock decides to visit her at the mortuary towards the end of the episode. He says something along the lines of “You’re right, I do feel sad, I think I’m going to die, but there’s something you can do to help…” Molly isn’t seen again for the rest of this episode… How exactly was she going to ‘help’ him?
2. Moriarty isn’t really dead
His death would have been quite easy to fake, and I thought his suicide was a very big shock. Perhaps it was a lie. Sherlock never even checked the body thoroughly.
3. Mycroft was involved in his survival
When he sees in the newspaper that his brother has died he doesn’t really appear to be particularly sad. You may say this is because Mycroft is a very stoic person who would never show his emotion, but look at how he reacts to finding out he’d helped Moriarty to ruin Sherlock, he seems sadder at the thought of his brother’s reputation in the media than he does about his death, perhaps because he knows he’s alive. Incidentally, in the original short stories, Mycroft is involved with his brother’s faked death…
4. Sherlock has a double
There’s no explanation for the little girl being so terrified when she sees Sherlock. Perhaps Moriarty (or his men) have a very convincing Sherlock disguise (disguises are a big part of the Sherlock Holmes short stories) or there is a man who looks extremely similar to him. This could have been what actually fell from the roof.
These are the only interesting points I could think of, and all of them are probably of no consequence, but it’s interesting to speculate nonetheless. I’m sure other people may have already made these points too, so I don’t want to claim that they’re original!