Spoiler Alert for ADWD!!! Actually this is a spoiler alert for AGOT, ACOK, ASOS, AFFC, and ADWD. Read at your own peril!!!
I'd say that there are four confirmed pilgrims for Mereen. Actually since they are seeking Dany, I'll say Dany instead of Mereen. These four are Tyrion Lannister, Quentyn Martell, Victarion Greyjoy, and Maester Marwyn.
Tyrion. At the end of ASOS, I suspected Tyrion was headed towards Dany. He's been convicted of regicide on a Lannister King, he's murdered a Lannister Hand, and threatened both the Lannister Queen Regent and the Lannister Lord Commander of the Kingsguard... he's burnt all his bridges with the Lannisters. He's also assumed to be traveling in the company of a known Targ loyalist, Varys. The preview we've gotten from Tyrion's ADWD chapter likely clinches Tyrion's destination.
Quentyn. Doran confirms this to Arianne at the end of AFFC. The Martells were only one of two major houses openly allied with the Targs during Robert's Rebellion and the only to maintain secret ties to the Targs in exile. Doran's allegiance to Dany also meets his own goals of retribution upon Houses Lannister, Baratheon, Stark, Tully, and Arryn.
Victarion. He accepted Euron's request to seek out Dany for his bride. The stated goal of the Crow's Eye is the conquest of all Westeros. Dragons are the way for him to achieve this, thus his interest in Dany. Of course, Victarion sees Dany as his own payback against Euron.
Marwyn. Sam's last AFFC affirms this. Marwyn is almost a renegade maester. Is he seeking the dragons to finish the Citadel's mission of killing all dragons and magic or is he interested in reviving magic? Marwyn may be a key to Dany's mastery of dragon training.
I also think there are a few people who may be also seeking Dany. These are Griff (he's not actually been introduced in any of the story yet), Jorah Mormont, Loras Tyrell, Gerold Dayne, Aurane Waters, and an unknown associate of Littlefinger.
Griff. This is a major spoiler so I won't go into it. If you know who he is, then I suspect you'll agree that he's going to Dany because of the free company talk in Arianne's POV's.
Jorah. He lost his first wife. His second wife left him. Now Dany's exiled him. Where is he going? To kill his second wife? To apologize to his father? To take the Black? To run back to Illyrio? Or to go back to Dany... to seek forgiveness or to murder her? I think it's most likely he'll go away from Dany, but you never know.
Loras. Did he really suffer life threatening injuries on Dragonstone? Was he really burnt so bad that he must remain bed ridden and fully bandaged head to toe? If the Martells harbored secret Targ loyalties and are now sending a son to woo Dany, then why can't the Tyrells do the same? The Tyrells have already shown they know how to dress one man in another man's armor and fool everyone.
Gerold. The Darkstar. What is his agenda? Who is he working for? Is he already working for Illyrio, Varys, or Littlefinger? House Dayne was of Valyrian blood like House Targaryen. Arthur and Ashara were intimates of the royal family. Where did he go after he tried to assassinate Myrcella?
Aurane. Cersei's admiral seems to have just absconded with her entire new fleet. But where is he going? He's too inexperienced and his fleet is too small to challenge either the Redwynes or the Greyjoys. Will he turn pirate? Who needs a fleet? Stannis could always use more ships, but I doubt Aurane wants missing fingers as payment on delivery. The ******* of Driftmark, iirc, looks like Rhaegar... i.e. Valyrian... and Dany seems to need a fleet.
Littlefinger's representative. Baelish told Sansa something like, "The realm will not survive the War of the Three Queens." Who did he mean? Cersei, Margaery, Myrcella, Asha, and Dany are the obvious choices since Renly is dead. Maybe even Sansa herself. Anyway, Dany and Cersei simply must be two of them, right? I cannot imagine that Doran, Euron, Varys, Illyrio, Tyrion, and maybe even Olenna and Mace know of Dany's existence and yet Littlefinger is ignorant. He tricked the Tyrells into giving Margaery to Joffrey, putting Loras in White, and murdering Joffrey... and they thought those ideas were their own, so I must think he's still ahead of them in the game.