Never-ending Game
If you follow this sequence of events, you can keep playing after you destroy the Harkonnen palace. To do this, you first must plan the final attack in Arrakeen-Timin, the seitch closest to the palace. Once you are ready to launch the attack, talk to Stilgar. It will pop up with the menu.
Wait for the moon or sun to move once, (meaning the next hour has begun) and immedietly launch the attack. You have to quickly leave the seitch and ride a worm to the palace.
If you have done this correctly, you will appear at the palace during the battle. Do not fool around. Immedietly press the MASSIVE ATTACK button. Not the FIGHT FOR A DAY, or anything else. Only MASSIVE ATTACK will work. When you do this, the battle ends, and you have no vision.
Instead of going into the palace, go back a screen. Wait for two days to pass, and the Harkonnen Palace will actually be changed into a seitch!
Inside, you will find the Baron, Fyed Rautha, and the Emperor. You can actually talk to them too.
Another Hint- You CAN keep playing after this, except for the fact that there is no one to fight, no emperor to give spice to, and no way to find new seitches. But you CAN get Liet Kynes to go walking around with you.