SPOILERS
Neo is dead, trinity is dead. This movie basically represents the bible in many ways, and it represents alot of computer science. For example:
smith - smith was the opposite of neo. the oracle stated this, when she said neo was the positive and smith was the negative. in effect the architect was the positive and the oracle was the negative. this is why she lied to morpheus and neo because she wanted change. she therefore gave morpheus false information, changed the coarse of the one and ended the war.
Anomaly explained - Your life is the sum of a remainder of an unbalanced equation inherent to the programming of the matrix. The clue here is Neo's program name The One. Take one-third for example. 1 over 3 is 0.33333 recurring. A computer cannot deal with recurring numbers, so must accept a limit, let's say 0.33333 for argument's sake. Multiply by 3, you get 0.99999 - never 1.00000, where has the remainder 0.00001 (One) gone? This is the limitation of computers, this is the mathematical imprecision inherent in programming (of the Matrix) and the eventuality of the One anomaly unable to be eliminated.
"NEO", incidently, is an anagram of "ONE". Trinity and Neo - one on one; a choice - one or one. Leads us to 101. "101" is mentioned numerous times in Matrix 1 and Reloaded. Neo's room at the beginning, Merovingian is on the 101st floor, the 101 freeway of the car chase in Reloaded, then when Trinity is hacking into the power plant system, she resets the password to Z10N0101. Freaky. Indicates that she is a program because that's not some random password she's put in. 101 is binary for 5, which in zero-based binary counting: 000 is 1, 001, is 2, 010 is 3, 011 is 4, 100 is 5, 101 is 6 - And this is the 6th version of the Matrix! Then there's 303. 303 is the room Neo got shot in Matrix 1, the Oracle lives in room 303, it's also the hotel room number Trinity is in in Matrix 1 and it's seen at the end when Neo fights the Agents and Smith and begins to literally see the code that makes up the Matrix. 101 x 3 = 303, a trilogy, 3 + 0 + 3 = 6 = the 6th Matrix. Trinity means 3.
Now for the bible part as im not too good in this part. Seraph as many people know is an angel and protects god i think his name is Seraphium like he protects the oracle. Some of the license plates on the cars goes with the bible and stuff. Neo was basically the saint and sacrificed himself for the lives of others.
In the end you see that Agent Smith is going crazy and asking all these questions because he knew that if he killed Neo he would have no purpose and he would be deleted. After that the Matrix was reloaded and it basically starts again.
Overall this is an awesome triliogy.