I agree, Melisandre is how it happens. I don't like that God of hers, it ate that poor cute little girl, but he can bring people back to life. Roose Bolton is a better father than Stannis (in the show at least, in the books his daughter has not been harmed).
There is zero chance that Jon Snow is permanently dead. The actor was seen in Belfast where they film and he's too important to the story.
If he dies for keeps it will be at or near the end.
Spoiler alert: In White scroll over to see I didn't think of R+L=J myself but once I read about it I was like "duh". I would be shocked if it wasn't true. I think either Jon or Dany will die and the other will sit the Iron Throne. Cute as she is Dany is a horrible ruler so I hope it's Jon on the throne.
Jon Snow is dead. Azor Ahai is alive again!
That's my guess, at least.
Melisandre doesn’t have any friends at the Wall or Wildlings (she kinda burned a favorite), and admitted most of her power is from the equivalent of magic tricks designed to recruit for her religion.
She had to get to the Wall for a reason. She convinced Stannis to burn his only child (TV version, but the end result will be the same), which resulted in the majority of his forces abandoning him out of disgust and the dire situation he put them in.
Melisandre doesn’t have a practical use for John Snow. In fact, she made his death more probable, taking out two birds with one stone.
GRRM is very predictable. Look for clues in actual history. ;)