In reality everybody knew Sonic would be in the game though, it was just a matter of when. Now thanks to Sonic now there are virtually no chances of any other third party characters appearing. 
The dude at SRK who was told there would be a Nintendo conference in and playable demo for October said the person he talked to told him there would be three third party characters. There's still hope for another one.
With the announcement at the press conference and considering the game is so late in development, there's really no way we would see somebody new.
The characters are pretty much done already, as is the game itself. All they really have to do is fix up a few minor details and they'll be set. The fact that it's close to launch doesn't mean there won't be a new character. It just means they haven't revealed him yet. Sakurai also said there would be things he wouldn't add to the Dojo because he wanted players to discover them while playing. There's a good chance for another third party. The only problem is figuring out who.
On a side note, there are 18 different game series included in Brawl (we know this by the number of icons there are). Icons 13 and 19 are missing, which means there are at least two more series from which there will be characters. Go to:
http://www.smashbros.com/en_us/images/icon/world_b_18.gif and replace the 18 with a number from 1-20. You'll see what I mean. Sonic being announced filled in the 20 spot.