I have some thoughts on the whole Winterfell scenario now that I've had time to let it stew over night and this morning.
First of all, the whole plot is MUCH closer to the book plot than I imagined when I first heard about Sansa going to Winterfell. In hindsight it's obvious, and D&D even stated as much in previous interviews. On a micro level, some of the details have obviously been altered with the swap in character from Jeyne to Sansa, but on a macro level it really is the Winterfell plot from the book. D&D really didn't invent this plotline, they've ripped it right from the book and transplanted Sansa into the middle of it.
Putting Sansa in the situation changes the dynamics of things so much in so many interesting ways though, that I've really been enjoying it. Simply putting a Stark in Winterfell again is powerful on its own, but seeing first hand the support she and the Stark name still have, and Sansa's realization of that, is equally powerful.
Then there's the interaction with Theon, which I'm loving so far. And presuming that the plot going forward will be following the book plot, now she'll begin to feel sympathy for Theon as someone else who has suffered abuse from Ramsay. I think putting Sansa in a situation where she gains the capacity to sympathize with Theon is incredibly interesting, and further mirrors the audiences feelings for the character. Alfie Allen has been so good that I'm looking forward to seeing this progress.
On the surface I understand complaints that this is just repeating Sansa's storyline from King's Landing. But what they are able to do now is use the juxtaposition of a similar situation to illustrate the change in character that Sansa has gone through since then. In King's Landing, she was completely helpless and at the mercy of others. Even her escape was manipulated and orchestrated completely without her involvement. She was an emotional husk unable to do anything but endure. Now in Winterfell, she's first of all entered into the wedding arrangement situation willingly. She knew it was a dangerous situation, and she made the choice to go through with it. Even up until the wedding, she was pushing forward, begrudgingly and knowingly agreeing to take Ramsay as her husband. It's a meaningful, calculated difference from a character perspective than her time in King's Landing. The way she shut down Myranda earlier in the episode is another example of the strength she has as a character now compared to earlier in the series.
Then the wedding night happens, and she tragically comes to learn that she's in a far more dangerous situation than either her or Littlefinger imagined. It does make her a victim again, but unlike when she was a helpless victim in King's Landing, she actually has the capacity and the ability to do something about her situation herself. This whole scenario will incite Sansa to action and reach out to those who support her, thereby conspiring the beginnings of the northern uprising herself in order to manufacture the escape of her and Theon and the destruction of the Boltons. We know there are northern houses still loyal to the Starks, we know there are small folk in Winterfell and nearby, we know Brienne is willing and able to help. I can imagine a scenario where the Northern houses rally and join Stannis in battle even, and obviously Brienne will aid in her and Theon's escape as the candle in the tower window setup is a Chekhov's gun of a plot device at the moment.
I'm enjoying the Winterfell storyline this season. I think all the character interplay has been very well done. I'm exceedingly curious to see what happens once Sansa and Theon get out, presumably with Brienne. Are they gonna course correct her back to her book storyline, or forge ahead with even more new and different material?
And of course the whole Brienne vs. Stannis thing too. There are any number of ways that can go down, from Brienne begrudgingly being forced to ally with him in order to take down the Boltons, to her going rogue and trying to kill him as she's been promising since Renly's death, or something I can't even think of.
Thinking on the whole thing has also made me think they could almost close the season on the massive cliffhanger of the Battle for Winterfell about to commence. People are going to hate Ramsay and the Boltons more now than ever, and Stannis knocking at the door is going to be one of the most anticipated conflicts. I don't think it's that crazy of a closing sequence, and the battle itself opening season 6.
EDIT: Also, I can't defend that Sand Snakes fight. The whole scenario was kind of silly, with Jaime/Bronn and the Snakes arriving at the same time. The storyline clearly seems hurt by the limited screentime they can allot to it. I like Bronn and his reaction to the situation, I like Jaime's character reasoning for trying to get Myrcella. I even kind of like Obara, as she's the only one of the three who has shown any kind of personality or purpose at this point (which is probably intentional since she takes most after Oberyn in so many obvious ways). But the other two just aren't even characters at this point. I'll continue to look forward to any time Bronn is on screen, and I'm looking forward to Doran and Jaime interacting. Maybe the storyline will get some kind of substance or something now.