Thought about how it could end if they don't get a Season 5. You need a bittersweet, but conclusive ending. Something that says "this is the status quo from now on", no real cliffhangers, and just a hint that if they got a Season 5 there could more intrigue.
So I picture the final scenes as almost being a montage. The "bittersweet victory" montage.
Jon is proclaimed Lord Commander, he's being hoisted around by his friends and you see a shot of Stannis on a large throne-like chair, seated a bit above the rest of the crowd, as a subtle hint that he's the 800 pound elephant in the room. Thorne and Slint move their heads close to each other and begin whispering. Maybe a shot of Jon in Mormont's office, seating himself at the desk (yes, I know in the books it's destroyed and he uses Noye's armory, but you need to telegraph the story to TV viewers).
Dani is proclaiming a freedom speech to her people in Mereen with Barristan, Belwas, and Daario behind her. Some people cheer loudly. She sits down in her throne on the pyramid, overlooking the crowds. Barristan moves up near her. How long will we remain, your highness? I will not leave so quickly, she says, I intend to rule here. The camera either pans from her or swipes to another shot of two crooked looking men with anger and hatred on their faces looking up at her on high.
Double funeral for Joff and Tywin with Cersei in her mourning robes. We already saw Tyrion get on a boat and to freedom. She returns to the throne room and throws her mourning robes off and looks around the nearly empty throne room. Tommen is here with her, on the floor playing with his kittens. She walks up slowly to the top of the dai and sits down on the Iron Throne. Her face is one of mourning, but there's a hint of victory and smug smile there. We pan away from her on the throne, very slowly, eventually showing the "king" on the floor like a child and the true queen is sitting on the Iron Throne. Margaery walks into frame and kneels by Tommen, saying "hello my little husband...".
Fade to black.
A Lannister, maybe Lancel or Alton, is riding into a camp of the Brotherhood with banners. He proclaims that the North is under Bolton control and the Riverlands are the Freys and that these men are to disperse and release the Frey and Lannister hostages they have. He suddenly realizes as he looks up that the hostages are all dead and hanging from the trees around him. He starts to fume, but this is a front as he's obviously terrified when a cloaked figure walks out. It leans in on a Brotherhood knight and whispers something. We see a noose brought forth as warriors grab the Lannister and hold him. As he's being fitted for his noose, screaming, the cloak is pulled down and we see a zombified Catelyn Stark. We hear the Brotherhood screaming "the North remembers, the North remembers" as we fade to black on Cat's dead face.
End titles.
(after the titles, we get a card that says "finish the series in the official continuations of the show, written by show creator George R. R. Martin! Starting with Feast of Crows and A Dance with Dragons!)
People actually read all that stuff and thought about it?
Man, Martin puts so much density into his novels - every line, even those that sound like a throwaway, could be an "easter egg" to another part.
His books are loaded with more secrets and shocking trivia than any videogame I've ever played.
So yeah, it's almost a game at this point.