Starting with Jon Snow, I think he'll survive the stabbings to some degree. He might be killed, but that doesn't mean he'll be dead, or stay so for long. Beric Dondarrion died six times before finally kicking the bucket the seventh time, thanks to the help from a Red Priest. Now, does Jon Snow have any Red Priests hanging around? Yes, Melisandre is literally right around the corner. As a backup, he also has Ghost to warg into. Jon Snow being stabbed at the Wall is practically like a man choking on his lunch at a hospital staff meeting. Besides, as noted earlier, the books practically demand a pair of eyes at the wall, a POV character telling about the stuff happening up there (the Wall is pretty vital to the story). Melisandre could do as a POV character in a pinch, though.
As for Aegon, I think he's the real deal, though I understand why some people would doubt. Either way, nice to see somebody finally moving towards the Iron Throne. There wouldn't be many armies in the area capable of repelling the invasion, though the mercenaries will have to move swiftly on the capital, and they can't hold any areas for long without the support of the locals. This shouldn't be any problem, though: They are ten thousand soldiers, and King's Landing is practically within walking distance from the place where they landed.
Daenerys' story has left me disappointed so far. "It's hard to save the world", her chapters scream. Intentionally or not, she makes a very good parallel to NATO's presence in Afghanistan, or the US+ in Iraq. Offing the previous heads of state, and trying to make things better by turning the political system upside-down, though failing to gain support and cooperation in the general population, while a loosely organized "shadow enemy" consisting of supporters of the former regime makes things miserable for the poor locals. AND she has flying death machines that occasionally kill civilians.
Personally, I hope she'll just ditch Mereen and head westwards with that Khalasar that just picked her up. I suppose the subsequent revolts in Mereen, and the reveal of, and eventual takeover by, the Harpy will be the end of Barristan Selmy and whoever else Dany leaves behind.
Arya's story has to go somewhere, though I'm not sure where or how. Becoming a Faceless Man takes years, but I don't think she'll be staying there until graduation. Arya, being a Stark, is too important to the plot to die in Bravoos without an identity. My guess is that she'll get to cross the Narrow Sea for a mission, and that her target would be a known character. Queen Cersei, Melisandre, perhaps even her brother Rickon. Anybody that someone would empty their pockets to see die could be a potential target. She might die in the attempt, or be hunted down by another Faceless Man after failing/refusing her task, but not die before interacting with somebody familiar to the readers.
As for Stannis, this is what I'm most excited for. A theory in the linked Reddit thread, along with bits and bobs I've picked up elsewhere, makes for a decent story on its own:
First, Ramsay Bolton sent his armies out from Winterfell to fight Stannis. However, things didn't go exactly as planned for him: Wyman Manderly and his army butchered or deceived the Frey army (mind you, the Freys wouldn't be used to the Northern winter, whereas Manderly and his army are Northernmen). Once a sufficient number of Freys had frozen to death in the violent blizzard, Manderly turned to Stannis and offered his help. Bolton is brought word of success, and sends a letter to the Wall, the infamous "Bastard Letter". Its contents are true as far as he knows, but he's unaware that the army besieging Winterfell is doubled in size rather than eliminated.
Here's a piece of evidence to support the theory that Stannis will survive: A prophecy by Patchface:
"We will march into the sea and out again. Under the waves we will ride seahorses, and mermaids will blow seashells to announce our coming, oh, oh, oh."
One of the houses loyal to Stannis is House Velaryon, whose sigil is a seahorse. The current Lord Velayron is a kid, the previous Lord Velaryon died at the Blackwater. However, said lord also fathered a bastard, Aurane Waters, whom Cersei appointed Master of Ships. As Cersei fell from power, Aurane Waters took the newly built fleet and turned pirate. He's clearly no Lannister friend, but perhaps he remains loyal to Stannis and will provide him with a fleet to get his army back down south where it belongs. Also, the sigil of House Manderly is a merman.
Last, Jeyne Westerling, the widow of Robb Stark: In her first appearance, she is described by Catelyn as being okayishly pretty, but with good hips for childbirth. Later on, before capturing her at Riverrun, Jaime Lannister says mostly the same, but comments on her scrawny hips. This is the first time he meets Jeyne. Could it be that the Jeyne Westerling he takes into custody is a decoy?
