The Tallest tell Zim his mission was a fake (and he believes them for some reason). Zim will usually get angsty, and either a.) kill himself or b.) be comforted by Dib (resulting in either friendship or sex).
Dib realizes humanity stinks and decides to help Zim conquer/destroy the planet. Usually results in sex.
Tak returns to Earth and she and Dib get together, or else crashes back to Earth and decides to team up with Zim.
A new girl winds up in Ms. Bitters' class. She will either a.) turn out to be an Irken and fall for Zim or Dib (despite the fact there's already an episode where that happens!), or b.) be human, believe Dib about Zim and then fall in love with him.
Dib kills Zim, or Zim destroys the world, and then angsts about it.
Fics based on the unfinished episodes, particularly "Invader Dib" in an attempt to "finish" the series, are common. That the creators were fairly open about what they had planned for future episodes means quite a bit of available material for these.
Many stories have an explanation for why Irken babies are created in test tubes: the Tallest don't let Irkens have kids, the Tallest only let the strongest Irkens have kids, the Irkens have evolved all wrong and now they're no longer able to reproduce, etc. Notably this, and the problems it creates, is the basis for In Short Supply.
Gaz's supernatural powers go way beyond those shown in the somewhat-jokingly-portrayed canon. There are even many fics where she either a) Teams up with Zim to destroy the world resulting in friendship or sex, or b) simply kills everyone on the show.
There's a small but popular number of stories where Gaz suffers Laser-Guided Karma for the nasty personality she portrays in canon.