True, Millay has to live her life knowing that her family lost all of it's power because they took in Lulu and Nunnally (although she forgets in R2), she also has to marry Lloyd (which is too fabulous), and have to put up with crap from Nina. She's the only person from the school that I like, because she's awsome. Plus I'm pretty sure during the final episode of season 1 she guessed that Lulu was Zero when he came into the school.
Tldr; Millay is awsome and will kill Nina.
Also, I'm guessing Nina kills Lloyd with a bomb, and Millay kills her.