My biggest problem with A Dance With Dragons was the sudden appearance of Aegon out of nowhere. Did I miss all previous references to him and to Jon Connington's continuing career in previous volumes? Or is my suspicion correct that there weren't any, and he is a new element? If so I feel it is a big narrative weakness, when so much else has been ominously foreshadowed, to suddenly discover that Daenerys' nephew, who has a superior claim to hers, has been alive all along. (And it's a bit of a coincidence that Tyrion and Quentyn just happen to end up in the same boat.)
So, two viewpoint characters get multiply stabbed to death in the closing chapters. Kevan Lannister is the fourth Hand in King's Landing to be killed since the start of the story (counting Jon Arryn) - I think only Tyrion has survived, so a messy death more or less goes with the job. But do we take it that Varys has been plotting all along (with Littlefinger?) to put Daenerys on the throne? This is fairly explicit in the TV series, but I don't remember it being so clear in earlier books. It seems to me rather uncharacteristically daring of Varys to invest so heavily in a young woman who he can never have met (and he would have had to have been investing in Viserys until he died) unless he has motives and resources that we don't know about.
And poor Jon! Often when Martin leaves us with his viewpoint characters apparently about to die, there is a chance that they may reappear (most obviously Brienne and Catelyn). However, it looks like it's all over for Jon Snow. And it seemed shocking but fair to me; he turns out to have been an unreliable narrator, but the clues that his command of the Watch had terminally slipped away were all there.
But what of the battle outside Winterfell? Did it even happen, or was Bolton lying in his message to Jon? I was partly hoping for Stannis to pull off yet another surprising and undeserved military victory, but I was hoping even more that we would actually see what was happening, rather than move from Asha's reunion with Theon (and how would Stannis deal with Jeyne/"Arya"?) to a reported but unseen battle. I hope there turns out to be a good narrative justification for leaving us hanging, though I worry we may be left like Brienne in A Feast for Crows.
Having said all that, I still love the series. I lost patience with Robert Jordan after one of the volumes where the central characters did little more than pointless epic voyaging. There's a lot of epic voyaging here, too, but it all seems fairly pointful - Daenerys, Tyrion, Asha, even Jon Connington, all are closer to a conclusion by the end of the book. Kevan and Jon don't go anywhere and consequently snuff it. (Though the Stark sisters survive despite relative immobility, and Quentyn dies at the end of his own very foolish errand.) And part of the joy of the journeys is the scenery: at first I was a bit miffed that so little of the book is set in Westeros itself, but it's entirely fair to explore the neighbouring continent in more detail.
And I am speculating wildly about how it will all end. I had wondered if Jon and Daenerys would eventually get together, but that seems a bit unlikely now. (Daenerys and Tyrion for the future, perhaps?) I had thought that Arya as trained killer would return to King's Landing to wreak vengeful havoc, but it looks like that will happen without her. (Maybe she will hook up with Jaime at the end?) Maybe I'm completely wrong, and rather than a happy ending, Martin is going to leave us at the end of the series with a devastated and chaotic Westeros and no resolution other than death. It would certainly be consistent with what we have seen so far...