Well, when you think about it, pretty much every storyline except Kellhus's own have led to a dead end.
Sorweel, Serwa, the Nonmen and Yatwer? Right, Sorweel and Serwa's character growth did not serve any purpose as both of them (or maybe only one) got killed before truly having an effect on the events. They did make the last Nonmen defect to the Great Ordeal's side, and march to the battle, but well, that didn't really have an impact on the ending, did it?
Esmenet and Kelmomas - this storyline had an obvious impact by Kelmomas's involvement in the Inverse Fire room, but you have to ask if three books' worth of content about Momemn (I really have no idea how to pronounce the name of any place in this universe) politics, Yatwer cult and the Fanim attack were neccessary to that conclusion.
Achamian and Mimara? No effect so far whatsoever, save for Mimara using the Judging Eye on Kellhus/No-God at the end (assuming it did have an effect on what was actually happening, at that point). Again, you have to ask yourself if three books of Skin Eaters, Cleric and Ishual were neccessary for that conclusion.
Cnaiür and his Junior? No effect so far, but this one ended on a cliffhanger.
Proyas and the Great Ordeal? Seeing that the Great Ordeal did not actually contribute to the ending, and instead merely served as meatshields while Kellhus was having a civil conversation with his Dunyain brothers, I'll say this one didn't really have an effect either. Someone around these parts raised the point that, there seemed to be no argument against Kellhus just magically going to Golgotterath and doing what he was supposed to do, without involving the Great Ordeal.
But I expect these storylines, as ineffectual as they were to the finale of TUC, to have impacts for the next series. Mimara's something of a prophet that may influence the world; she and Achamian have discovered what appears to be the last remaining full blooded Dunyain who hasn't gone over to the Consult (that one is, I think, one of the most obvious plot points to be followed), Esmenet storyline has left off Three Seas in a state of civil war, definitely unready for an invasion, while the death of the Great Ordeal wipes out the greatest army men were capable of producing. Sadly, I can't see my favourite storyline, Ishterebinth, having any influence. Maybe the death of the Nonmen will mean something.