I respect everyone's views on this topic and would like to share mine. I personally do not believe that any member of the family survived that night, though one will never know for sure I suppose. :-/
To me, it seems unlikely that anyone could have survived such a horrific death. I especially find it VERY unlikely that Alexei would have survived such a thing as he was hemophiliac. Also, I really don't think (though I certainly don't know for sure) that any of the children would have wanted to survive. I sure wouldn't have! They were all quite young at the time, and to be the sole survivor of the horrid death your family went through in which you were a witness? Just what I think.
I also highly doubt that Ana Demidova survived, because doesn't it say in a book (I forgot which one) that she began to scream and run back and forth, and then she was stabbed about thirty times until she finally died? Please correct me if I'm wrong, but I do believe I've read that in several accounts.
Well, that was just my personal views. Wouldn't it be nice if the Romanovs could just come back to life long enough to tell us what really happened? I agree with xX_Mashka_Xx and Alexanastasia when they say 'only the Romanovs know'.
P.S. I have also heard and read that two of the bodies were burned. Isn't that the answer to where the two missing bodies are?