He's certainly playing hardball with Ferrari. He's rumoured (or more likely it's expected) to have a clause in his contract where he can leave if Ferrari don't meet certain performance/points targets, which if true, he will certainly be considering.
Ferrari often announce their drivers at Monza, but there's been no indication that such an announcement is imminent. Kimi might have just done enough to keep one seat with his excellent performance at Spa (if he wants it) but if he's got any way out of his contract at all I can see Alonso holding off until the last moment to see if the Mercedes infighting results in one of their seats becoming available, or to see how development on the next Ferrari engine goes.
I just can't see him going to McLaren. It's a poor car getting worse, so unless Honda pull out an engine with the sort of advantage Mercedes had this year (they won't - as other manufacturers would have learned more this year than Honda has watching), then I can't see why he'd want to go back to work with Ron (though Prost went back to look for a drive in 1994 after Ron all-but froze him out in favour of Senna).
I won't rule out Williams at rank outsiders. If they were to land Alonso the deal would pay for itself with either Martini flooding the offices with cheques or other sponsors queuing around the block. He'd be bound to have an strong clause in the contract if they don't repeat this year's performance.
His only other option is Red Bull, who wouldn't baulk at having him for a few years. The Renault will be much stronger next year and even with Newey taking a backseat role they still have a large design talent pool (hey look, I can come up with marketing bullshit too!) so will be up at the front for the foreseeable future.
I'd be very surprised if Magnussen isn't retained next year. He's done enough to keep the seat, so unless Vandoorne is stunning everyone behind the scenes I fully expect Magnussen to remain. I can't see both he and Vandorne in at McLaren though - it's still an attractive seat, if not for a top driver then certainly one with more experience. Button looks like he's starting to panic now, so either McLaren have a very real hope of attracting Alonso or perhaps Rosberg, or they're just not convinced Button is capable of doing the job anymore and are waiting to see what happens in the market.