Ok, the end of the season so I have a jumble of thoughts that I'll spew out and hope they form some nice coherent ramble.
Jon - I find it hard to believe he will remain dead. So yes, at the moment he is 'dead'. But in an episode where blood magic was mentioned specifically, the last scene was of his blood leaking into the snow. It was in fact the focal point of the closing shot as Jon's last breath let out. I think Davos will find him, he's pretty switched on and has a good nose for danger (Shireen/Gendry etc.), and he will fetch the red lady. He'll scream pleadingly with some sort of taunt to get her to try and heal him. I think she'll surprise herself by being able to resurrect him. He'll be weak and will be taken from the Wall (possibly to Sam who will finish up some work on him?, or maybe Tormund).
Stannis - The great debate. I'm torn on this, there is good plot/reason for either outcome. Brienne's duty changed but she holds her oath sacred. The sword is even named Oathkeeper - named after the duty she swore to Jaime to protect the Stark girls with a Stark sword. I think Pod might have attempted to stop the blow, and tell her that the candle has been lit. Brienne might even notice it herself. There's also the larger implication that Stannis is the truer king of Westeros, and if she has indeed lopped his head off, then Brienne has effectively become a 'Kingslayer' herself.
Jamie - Which brings me onto Jaime. This guy is such a waste of skin in the series since he lost his hand. He's done nothing to deserve his place in any scenes. You think after losing a hand, he would adapt. Either he would train harder with his left, or he would change his role/study to be more political - even if he was a diplomat or ambassador. But he just seems to be in the show because he was in it earlier. Bringing Myrcella back was meant to be a personal quest, but the last scene was meant to be some sort of big emotional scene. After being vilified by everyone, his own daughter accepts him, and then dies in his arms. But the build up was so poor and the ham-fisted acting and choreography of everything in Dorne just robbed the whole plotline of any impact. I honestly don't care what happens to him at this point. I care more for Bronn.
Daenerys - Drogon flying her away to that remote place to that tribe of Dothraki (horse masters gives it away a bit) has bigger implicatons. At first I thought he wouldn't rise because he was too injured, but I now think he believes that this is Dany's true place. I also think back to the prophecy made in ?season 1? - I don't think the unborn child was the baby that died. I think the prophecy was really referring to Drogon, still in the egg...
'....the women of the dosh khaleen proclaim that Drogo and Daenerys's unborn child will be the stallion who mounts the world, a prophesied leader in Dothraki legend...'
I think there was also something about leading the largest khalasar ever. Well, that was a pretty large one. With a force that large, dragons and loyalists in Meereen then Dany is well on course to fulfil that prophecy.
Varys - Appearing with Tyrion just completely uplifted that entire segment. Show's exactly why you need some mainstays and not need to kill everyone.
Cersei - The walk of shame was brutal. However, it was a calculated confession. She probably did't think it would affect her as deeply as it did. She probably thought she could just shrug it off. She had a chance to grow, but every step closer to the keep was the promise of retribution and that was what glinted in her eye as she was carried away by the Mountain. Which leads onto :-
Myrcella - she's now dead and with Cersei already enraged, her eye may turn to Dorne. They will have the young Prince at King's landing and Ellaria will probably be hoping for his death by Cersei's hand. Then she gets the war she so badly wants. It also brings into focus the Mountain/Martell conflict again. Cersei will not be able to fight the High Sparrow and Dorne at once. I can't see Tommen declaring war unless he is reunited with Margaery. Maybe she is released on account of being pregnant with Tommen's heir (my speculation - not hinted at by the show).
Tommen - Kid's going to die. For some reason I think Gendry is going to show up and take his life.
Sansa and Theon - I'm not sure if the way back to the wall is too harsh. Stannis seemed to think so. Sansa would probably head straight there for Jon, but I think she'll be picked up by Brienne. Again it sets up a possible thread of Brienne seeing the red lady and perhaps seeking retribution.
Boltons - where did the entire force come from there? Stannis lost half his army, and 500 sellswords earlier. Yet even with those maths, looking at the two armies at the end, and I struggle to see how Stannis had the larger force anyway. It would have at least been much, much closer than what was being hinted at.
Arya - I sort of knew it was going to end badly for her for ignoring the instruction. Blind is a harsh punishment though. I don't think it will be permanent. I think she'll get it back when she finally kills the guy she was meant to.
Tyrion - It will be interesting to see how he reacts. Usually he's fighting against the odds, trying to prove people wrong or fighting against prejudice. Now he has been given a chance and an expectation.
Littlefinger - was disappointed to not see him, even in a cameo.