I noticed Bathilda Bagshot showed up already in chapter 5. Of course it isn't an unequivocal foreshadowing. She may just have picked up the name later. We will never know. But I like how she reaches back and forward.

The wands have already been mentioned, but they are obviously especially interesting in view of book 7. I have always wondered whether there was a clear system for the selection of wands (which might tell us something about Olivander's thoughts about Harry). I seem to remember the North Tower girl over at mugglenet had a wonderfully worked out theory about that, but it was too complicated to remember and I am too lazy to look it up. The central point, at any rate, is the connection between the two wands.

Snape, of course. But it is all very vague at this point. More of a misdirection than a foreshadowing.

Gringott, and the madness of trying to break in, as Nate pointed out. It really was emphasised rather a lot -- but I suppose that is in part, at least, due to the break-in in the same book.

Hagrid's wanting a dragon.

Something which is not so much about foreshadowing, but which relates to consistency in this one book, at least: why can Quirrel touch Harry in The Leaky Cauldron? I haven't read the end yet this time around (I am sticking to Rebekah's Plan), but I seem to remember that being important in the end: Voldemort, or anyone possessed by Voldemort, cannot touch Harry.