Kaguya - Wants Lelouch's cock.
Diethard - Wants to witness Zero's rise to power.
Sayoko - Knows all about Lelouch's demons but still doesn't give a fuck. Distinct possibility that she also wants his cock.
Cornelia (assuming they do team up) - She and Lelouch now share the exact same goal.
Orange - Marriane's bloodline will be served by him until the end.
C.C. (as long as the contract remains unfulfilled)
Rolo (until he dies)
Lakshata - Pretty sure she is just competing against Lloyd at this point.
Kaguya might not want his cock after learning of his mind control powers and that he is a prince. It all depends on how this is presented.
Diethard, according to spoilers, does betray him saying something about how his "show is over." Diethard just wants to chonicle a good spectacle and be at the center of it all, he doesn't care who runs it.
Sayoko reports to Diethard. She might turn on Lelouch if Diethard does as well. It depends.
Cornelia is going to run to Schnizel according to spoilers. Schnizel, armed with the knowledge of Geass will plot against his father and Lelouch simultainiously.
Orange will stay.
C.C. will stay.
Rolo will stay and die.
Spoilers say Kallen eventually gets out of Britannian confinement and almost joins the post-betrayal Black Knights, but remembers something about Lelouch and joins him instead, her faith restored.