Captains who might die:
Kyoraku (I can imagine the new Captain-Commander die in action against the Quincy Empire),
Ukitake (best friend of Kyoraku, old Captain),
Zaraki Kenpachi (yes, for me it's possible that he will die in the last battles, maybe even alongside his Vice-Captain),
Isshin Kurosaki (the protagonist' dad, his death would fit storywise to give Ichigo a power-up),
Urahara & Yoruichi (they are also old Captains and their deaths would fit the plot),
some of the zero division,
Aizen (I believe he will come free and die in a battle)
I was very sure that Captain Hitsugaya would survive this last arc but now I catched up to the latest chapter and it doesn't look too good for him. If Mayuri/Urahara can't find a cure for him, he's done.
Yamamoto, Unohana, Rose & Kensei are already dead. Probably Love & Hirako will follow, but I'm not too sure about those 2.
Lastly there is Komamura: I really have no idea what will happen to him. He could just die as in the form he is right now, he could turn back, fight & survive or he could turn back, fight & die. I'm curious what will happen to him; there are only a few who's future I can't predict.