Gintama/WMG

The story will end with everyone being arrested.
In the very first episode, Shinpachi says he was arrested for the murder of the ambassador (which Gin committed). There's no mention of acquittal, so it's likely that he's still wanted. In addition, he got into a gang fight at least once, as well as going into a Love Hotel when he was still underage. Gin probably has a thousand counts of murder, assault, kidnapping, and fraud under his belt by now, and he illegally used a metal sword during the Benizakura arc. Kagura is an illegal immigrant, was in with Yakuza, and is also guilty of theft. They've only evaded pursuit all this time by their friendship with the Shinsengumi and entertaining the Shogun on occasion. The final episode will end with all of them being arrested by the cop whose auto Gin totaled in the first episode, who has been pursuing them all this time. At 300+ chapters, it will be the longest Brick Joke in history.

The story ends with the Fourth Wall so broken, the Gintama cast ends up in our world.
If you think about it, it makes a lot of sense. Already, Gintoki and co. broke the fourth wall so many times, that there will be nothing left of it by the end.

Elizabeth eats people.
All one-time characters, such as Catherine's gang, the hosts, and Appo's family, are actually eaten by Elizabeth promptly after their story finishes. (He only pretended to like that nurse so he could lure her into the woods to eat her.) He knows he can get away with this because everyone in Katsura's group ignores him and Gin's memory is too bad for him to remember all these people.

Assault of the shogun's castle arc
For some reason, probably the kiheitai, the shogun and his family will be in danger and Gintoki, Shinpachi, Kagura, Sadaharu and some of their friends will go to the rescue, and Kagura will re-encounter with her friend. Gintoki and Hijikata will fight together against a common enemy

Benizakura was, in fact, a prototype
Benizakura was powerful but not perfect, I think that it was a prototype and Takasugi's plan is a more powerful weapon, maybe not a katana, but become the entire body in a powerful weapon.

Shiroyasha is Canon

 * Actually, Shiroyasha is canon. It's Gintoki's nickname back when he fought in the war.
 * I mean the Ova about the birth of Shiroyasha, not the nickname.

Mutsu is a yato member
It was never mentioned if she is human or amanto, and her clothes fits with the yato tribe's habit to cover from sun.

Yoshida Shouyou, was the most powerful Samurai in Japan before his death.
Think about it for a moment. Only skilled Master Samurai are able to teach students like Gintoki, Katsura, and Takasugi, boys totally different from one another and guided all of them under a common Bushido Code. We know nothing about his past other than the fact that he taught these kids to be the most powerful Samurai in the Edo. If he taught them the way of the Sword, then imagine what he would be like in his Prime! Even now, many years after his death, his beloved pupils still have high respect for him. Katsura told Takasugi during the Benizakura Arc that Gintoki took Shouyou-Sensei's death the hardest. His death changed everything about what they believed in and altered their Bushido Code to fit their own personal beliefs.

Gintoki will use Tatsugoro's jutte in every "serious arc"
Jossed, considering the fact that there's been "serious arcs" without the jutte.

Gintoki is actually a time lord
The anime isn't actually running on Sazae San time, it's just that Gintoki caused some sort of weird timey wimey effect on the people around him. And possibly the whole of Japan.
 * Or the whole of the world.

Yoshida Shouyou and Madao ex-wife are related/the same person/reincarnation
My point? They're the only two characters with no face shown above the nose.