Welcome Alayne Stone.
Penny was an incredibly annoying character, but i don't wish her dead, only gone.
I realized that i never gave my own list. so here goes. Sort of in order of preference.
Ramsay Bolton- Who would have thought that anyone could replace people such as his father, Walder Frey, Gregor Clegane, etc. GRRM has brought the idea of a villain to new heights, creating what is perhaps the vilest character I've ever come across in fiction. Ideal killer- Theon
Walder Frey- another obvious choice. Some have said that Walder's fate should be to live to see the destruction of his House. i say, let him live that long and then give him to Ramsay (before Ramsay gets it), then let him die at the hands of Un-Cat
Hizdar, whom i think is the Head Harpy, along with anyone associated with the him, including any color Grace. I wouldn't mind seeing BFS dispatching him.
Brown Ben Plumm, because i hate traitors and turn cloaks. Any should have Dragon roast him. Caramelized plums are supposed to be fairly tasty
Littlefinger His betrayal of Ned is enough to wish him dead, and he's done so much more. At the hands of Sansa would be nice.
Lancel, for being an opportunistic dirtbag that indirectly killed Robert. Seeing him and Rouge (is he still alive?) in the same black cell would be exquisite
Whit Whittlestick and Bowen Marsh. Ghost ripping their throats out would be fine with me. Jon ripping their throats out while warged into Chost would be even better.
All of the Bloody Mummerth, hopefully by Jaime and Brienne.
Cersei, for obvious reasons. I'm hoping Tommen is the 'little brother"
Anyone named Greyjoy other than Asha or Theon. I hope they all drown.
Selyse, for being a horrible person that is beyond redemption, even by GRRM. Dying in flames would be nice, preferably by a dragon.
Qyburn, Randyll Tarley, Alliser Thorne, almost anyone named Frey, etc. would all be there.
it's fascinating to me that no one has Sandor, Varys, Theon or Jaime on their list. That says a lot about the complexity of these characters and GRRM's skill as a writer.
I feel like i'm leaving someone out.