The entire Stannis storyline very anti-climactic IMO. His entire arc all season was to battle to take over Winterfell, and it ended up being very lame. I know it had budget restrictions, but still.
I also don't think he's dead because they didn't show the death on screen.
I can't think that Jon Snow will stay dead, and the red-haired lady will resurrect him. Her riding towards Castle Black at the same time is just too convenient. Plus, without him there really isn't enough good guys in the show to cheer for.