Well I guess us book readers now know the outcome of the battle of Winterfell :x I always assumed Stannis would be victorious, watching that on TV was painful...like Teeth said, Stannis is supposed to be a brilliant strategist, and he just sits on open ground not realizing the defenders could very well sally out and attack? And he just pulls out his sword without giving any battle commands (I realize he was fucked at that point, but you could try to pull some strategy out of your ass...or maybe not stand on open ground thinking you're safe).
***BOOK SPOILERS***
Also Lady Stoneheart (Catelyn Stark) is never resurrected in the TV show by Beric Dondarion (the flaming sword red priest) *EDIT* Thoros of Myr, not sure why I was thinking Beric), and the directors of the TV show said it won't happen (paraphrasing) "Because to bring back a character to wander around as a zombie would be disrespectful to such a great actress", so I'm not so sure that Jon Snow will be resurrected by Melisandei (red priestess). Also I don't believe the TV show ever shows Jon dreaming about running around as a wolf (i.e. he's a changling) so I doubt he'll "warg" into Ghost as he dies.
*** BOOK SPOILERS*** It's very possible Jon is just dead.
I thought it was kind of fitting he died in similar circumstances to his "father" Ned. Both of them were doing what they felt was right, and looking at the big picture of "what is right", but ignored the small details that could have saved their lives. I think it's best for the kingdom that the Wildlings are south of the wall, to help fight the White Walkers, but Jon should have realized the crazy amount of discontent that was fomenting right in front of him (it wasn't like people weren't obvious in their disdain for his decision).
I like watching the TV show, but I wish the directors of the show were able to stay more true to what happens in the books without changing major things around (leaving stuff out, changing which characters go and do certain things), because trying to keep the differences between the TV show and the books separate is difficult (at least for me).