Considering the genre, horror, I wouldn't count on Desmond/Penny lasting, unless of course they write them out entirely - which is possible, but also unlikely. They've already more or less set up what is going to happen. Ben will kill Penny and Desmond will forsee it and been incapable of stopping it - is my prediction. Or something to that effect.
The horror genre as a rule does not tend to lead to happy endings. (That's why Buffy and Angel always tended towards the tragic...again, horror.) And Lost is most definitely in the horror genre,with bits of sci-fantasy thrown in.

Not that it's characters really deserve happiness. Some have done some really nasty things. Desmond has had it better than most, because of all the characters - he's the only one who is not an anti-hero, he hasn't done something horrendous off or on island. For a while, I was nicknaming the island purgatory or limbo, because every character on it, with the possible exception of Bernard and his wife, had done something horrendous. Also, ironically those who hadn't done horrendous things off island, did them on island.