i think that he won't come back. maybe it was just some threat from another new enemy or something. chances are, the season 4 would begin with not much focus on the "Miss me" thing.
but if Moriarty would ever come back he should prepare himself a lot because Sherlock now has Billy Wiggins (which i think is a potentially interesting character) and an assassin on his side now.
i am just so excited about what MAry Watson would do now that she doesnt have to pretend to be "normal" anymore