Here are all the megas for Z-A. Xerneas and Yveltal get primal forms (the X and Y letters appear when they transform, just like alpha and omega with Kyogre and Groudon) but Kyogre and Groudon aren't in the game. Zinnia appears with a mega Rayquaza.
Zygarde doesn't get a mega but it gets a "perfect" form induced by megaevolution energy.
The pokedex will be just the Kalos regional one plus some new additions that could only be found in the Friend Safari in XY, but now integrated into the regional pokedex.
Mega stones will now be just an item called "Mega Stone". Thanks to a new technology that will be detailed in the game, all the individual Mega Stones (Gengarite, Venusaurite, etc.) you find are now fused into this single "Mega Stone" that absorbs the energy of all these individual stones. You can equip it to a Pokemon to mega evolve it, and it will remain in its mega evolved appearance until you remove the item.