I got into this discussion on Facebook with Gualdo (I believe, though I might eb wrong) about how he wants to see Jon Snow ont he Iron Throne at the end of the books. Here's what I wrote in reply, and I'm using it as a jumping baord for this discussion. Not sure if I'm on the right track here, but it seemed worth sharing.
I've always felt that if there is a Night's Watch at the end of the series, Jon will stay at the Wall. However, I've had a new thought today: we always look at the ending through the view of Westeros, and who will sit the Iron Throne. But GRRM is telling the story via three location: the Wall and beyond, Westeros, and the east (Dany). Let's look at the analogy of "the Dragon has three heads," and apply it the ending. The world has three locations (though large and vague), and will need three leaders. Stannis is trying to win Westeros, Jon is trying to save the realm at the Wall, and although Dany is looking to return to Westeros, she is currently leading locations in the East.
It is likely safe to say that at some point Dany will come west, and the great battle with the Others will take place. And we're all assuming that the Others lose (which I think is a safe assumption; if the series ends with the Others controlling the world, I think there will be a large number of GRRM haters out there). This reinvigorates the need for the Wall, and Jon stays there to help rebuild the Watch, and possibly rule the North (above and below the Wall). Dany, realizing that she is needed to rule not just in Westeros but in the East as well returns there to rule those states (who, lets face it, will also be threatened by the Others, and may partake in the Battle as well). This leaves Stannis to rule over Westeros (remember that Axel Florent saw Stannis sitting the Iron Throne in a fire vision, even if it was just imagined).
This is only the birth of an idea, but I am seeing a sort of neatness to this ending. And it's one I'm willing to discuss.