I don't think there's any post-Halo 3 fiction to go on, but it might be interesting whether or not the remnants of the Covenant actually stuck together after the death of the Prophets, or whether the races splintered off. It's shown in the fiction that none of the races had much love for each other. It'd be interesting to see the results of a splinter - you'd have the Brutes waging war most like, Jackals pirating about the universe, and the Grunts would probably either end up enslaved by the Brutes or stranded on hundreds of worlds and breed (the Covenant kept their breeding under strict control). Or, if they managed to get some ships, they could go the hell home out of it.
The Elites are likely to return to their homeworlds. They might show up later on for conquest though, given that they only worked with humanity for the purposes of self-preservation and a smidgen of respect, plus old hatreds die hard. That depends on how much the Arbiter influences things, which could be a lot or a little depending.
Of course, this is all speculation until they make a sequel.
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