I could see Jon forcing his way to take the Iron Throne if Stannis loses; if he doesn't take it, the Watch would likely be attacked by the Boltons + Lannisters for being traitors. But the Lannisters are already losing support by the end of ADWD, the way is set for Aegon who wouldn't attack The Watch. I can't even see how Daenerys can take the throne if Aegon is around. Actually Varys could pull it off: have Aegon win the throne with popular support, convince Daenerys to support him, and then have him die. It's the easy way to get Daenerys on the throne, but I don't see why Varys would support her over Aegon.
edit: I can also imagine all the Starks dying other than Sansa, and ending up in their wolves.
edit2: Just realized, Arya's weird murder of the night watch deserter (which I thought was poorly handled) I guess precludes her having to figure out how she feels about Jon once he does the same.
edit3: Also, I don't think Tyrion is likely to kill Penny. I think when this is foreshadowed (him shooting Tywin, but then seeing Penny), it's an omen that Tyrion might miss the one person who does love him, by looking for "wherever whores go" instead. Penny loves him, and he doesn't see it or doesn't want to accept it.
edit4!: Aegon was supposed to meet Daenerys, and one would think this was Varys and Illyrio's plan: build up Daenerys' power, keep Aegon hidden, and if she succeeds have him marry her. Having Aegon and co. travel around seemed extremely careless but whatever. In any case, Aegon goes west because of Tyrion's advice. How is this supposed to play into Illyrio and Varys' plot? They couldn't have anticipated that, and now there's a split in their team. In the show, Varys and Tyrion end up with Daenerys, but there are signs that Varys will likely betray her (she threatens him against it, but without an Aegon (yet, at least) one wonders who he would betray her for, unless he plans to take down the Iron Throne itself to put only a council of sorts in power). In the books, I'm thinking Varys stays in Westeros, and will become counselor to Aegon, while Tyrion will be Daenerys', and I assume this would end up pitting Aegon against Daenerys, Varys against Tyrion.