I don't understand why Walder Frey should die. He should live for a long life, to see all his sons, and daughters, and their sons and daughters, and their sons and daughters die, until he is the Last Frey on Westros.
Cersei is too cocky to survive in Westros. She thinks she knows something, while she knows nothing.
The Greatjon isn't dead, is he? He should be amongst the captives in Maeglor's Holdfast (unless the outlaws killed the new messenger, unless the outlaws freed them while going to the Maeglor's Holdfast).
I must say that I understood that Eddard Stark would die: No man with honour can live to play the Game of Thrones, as pretty much every other character had said. I never knew the Red Wedding was coming though... it was devastating. I actually thought that Arya died there also (the Arya chapter after it had her an axe moving towards her head...)
Who I want to see gone? I must say, that I wouldn't mind seeing half of Westros in the grave, but of major characters? Melisandre, Daenerys (imagine the face of ser Barristan after *that*) and perhaps also the schemers of Frey-Bolton.
@ Mirviriam: I guess you've forgotten that 'We Do Not Sow'?