Okay, I finally had time to watch the last four episodes of Season 6 (they were lying touched in my DVR until now) and I can only say... wow!
Episode 9 just kicked ass when it came to epicness (even with problems with the battle tactics). I loved the Winterfell battle, as well as the Slavers' Bay battle (and how awesome was Tyrion with his "There was a misunderstanding... we came to discuss the terms of *your* surrender"?). And Ramsay's fate... yesssssss. He so had it coming!
Episode 10 was very good, too. Cersei just blowing up everyone... oh crap. And that ending, setting up the final conflict: A King in the North vs A Queen in the South vs A Queen From The East. Verrrry cool.
One thing I'm not sure I like is Jon being Rhaeger's son. I liked him better a simple bastard Ned fathered on a side... he was the story's everyman.
BTW. I wonder how this particular revelation will play out in the books, where we also have Young Griff?
BTW2. I see that everyone is worrying about Sansa's glance at Littlefinger. Personally, I didn't interpret it as her planning betrayal... more of her worrying about the coming betrayal by Littlefinger. Baelish cannot be a king of the Seven Kingdoms with Jon ruling the North, can he? So, I bet he is planning something... and Sansa knows him enough to realize that.
Overall, this season was deeply satisfying. Even though I'd really prefer to read all of this in a book form first... (Martin!!! *shakes fist*)