The Varys/Illario thing totally clueless to me when I first read it too but after rereading it makes total sense. And it sets up the whole Mormont betrayal and Dance with Dragons Targaryen surprise as well. Part of me wonders if Varys know about Jon too...and he is pulling the strings with him as well. Which is why he wanted Ned Stark alive.
I've been going back through the first book recently, and I read the Varys/Illario chapter when I went to the beach with the family. It was funny to finally read it in that chapter which was from Arya's perspective and to not have Illario and Varys identified. Especially after having seen that scene play out in season 1 of the television show. The level of foreshadowing that's in the books really is staggering. And I agree, a second reading really does help to illustrate things more clearly.
It's funny that someone should mention the Hound and the Grave digger. I actually read something about that theory on AWOIAF and was totally taken aback. Especially since I thought that the Hound had in fact been mortally wounded in that fight at the Inn at the Crossroads. Now, I totally recall the reports of a raider moving through the riverlands who was wearing the helmet of the Hound. And it seemed to have been well established that it was Rorge masquerading as Sandor Clegane. But then what about the Hound? If he is still alive, then where does his character go? Will Arya re-join him at some point after becoming one of the Faceless? Or will he play some part in the whole Sansa / Petyr Baelish storyline? I'm leaning towards the Sansa story, since the Saltpans are (somewhat) near the Vale of Arryn.
Another thing that's got me wondering? There have been a good number of mentions of Ser Arthur Dayne, the sword of the Morning. His sword, Dawn, was the ancestral sword of house Dayne. As far as I know, though, it's not one of the known Valyrian steel swords. Is it possible that Dawn is in fact the real Lightbringer that Melisandre had spoken about back in book 2?