Well after 7 snoozer episodes in my opinion the last 3 were outstanding.
The Red Woman showing up just before he's killed is the only thing leaving the door open to me... we certainly all know by now that this series isn't afraid of killing off major characters, I'd assumed Snow would be different, but at this point who the hell knows, especially with the show having out run the books.
I'm with you guys on Jon. I can't believe he's Dead dead. It seems very suspect that Melisendre just left Stannis's side because of the mutiny and getting shrugged off. She needed to be back at the Castle Black for a reason (since she was still there in the books). I'd be surprised if Jon doesn't get the Red God treatment...
I also never thought for a moment that Sansa and Theon were dead. If they wanted to commit suicide there were fair easier ways to do it... they were trying to get away.
I didn't think about the Stannis angle... Maybe he could still be alive.
I assumed that Myrcella bought it... no reason to believe the poison wouldn't have killed her.
I also never considered that Dany may join with a new Khalasar. Interesting to consider that though.
Not mentioned yet... I loved Cersei's walk of absolution. I heard that the showrunners got a lot of grief filming that scene from the local governments.