I seriously hope they don't drag out Jon Snow's fate over the season. Thinking over last night's episode again, I thought I remembered (sorry, had to watch it later on the DVR after I put my 11 month old to sleep) Roose Bolton telling Ramsey Bolton that they would have to march on Castle Black to get Sansa back. Watching the trailers for this season, there were some battle scenes in which I assume were the North. I'm also assuming Dolorous Ed left to get Tormund Giantsbane and the Wildlings. Wonder if the Wildlings and the Night's Watch join forces to defend Castle Black from the Boltons, with Jon Snow finally making an appearance in the end?
Also, essentially what Melisandre is doing is creating an illusion of her younger self. What if Jon Snow IS dead, but when the necessary time comes, she creates an illusion of him, i.e. to rally the Wildlings to victory?
Of course, this is all just speculation and conjecture on my part