For what it's worth, at the end of the 5th book, Jon Snow does actually get stabbed by the Night's Watch. I was proud of HBO for actually doing it. However, there is no red woman to save him....although in the book, it makes no indication that he's dead or dying, just stabbed. And I happen to think he will survive, and in the show that the red woman will save him.
In the book, Stannis doesn't die, and they haven't fought for winterfel yet. We were given reason to believe that Stannis will win that battle though....which is another indication to me that the show is just going to go off on a tangent.