What conclusions does Thoreau come to after his experiment in Walden?
In my mind, the most profound of conclusions that Thoreau reaches is how the individual has to remain distinct and separate from the social setting in order for a transcendent notion of unity to be evident. Thoreau concludes in a very strong and emphatic manner how the individual can only find a sense of peace and unity when apart from the social setting. Thoreau recognizes conformity as an end that has to be avoided as it strives to silence the voice of the individual and the subjective experience. This conclusion is very strong in the work and casts a large shadow over how the individual relates to their social entity. I think that this becomes one of the major elements of Thoreau's conclusion in that he is more willing to embrace a consciousness of state of being where the individual is apart from the collective notion of the good. It is here where Thoreau concludes that any chance of happiness is evident. In this, Thoreau makes a strong and passionate appeal for individuality being something that must be triumphant over all other entities and elements.
Indeed, I agree with akannan that Thoreau's 'transcendent notion' of individuality is probably the most profound/significant 'conclusion' or 'result' of his experiment at Walden Pond . However, it must also be added please that this is an individuality of character, of how one lives, rather than just an expressive voice that Thoreau found as a writer.
Im not sure if these suggested references/study notes are useful or not, but you could perhaps take a look at them and then turn to the text of 'Walden' .