He is not dead, because, if he is, then George R.R Martin is one of the worst writers ever, and after over FOUR THOUSAND PAGES, I just don’t believe that’s true. He is not dead because, if he is, then the TV show has been toying with more than our emotions for five seasons.
He’s not dead because what was the WHOLE point of teasing his origins if they were going to KILL HIM before we could find out why they were important.
He’s not dead because WHY even get rid of the whole Lady Stoneheart plot if not to make it more surprising when he eventually comes back to life?
He’s not dead because…well, because Melisandre, who we KNOW can bring someone back from the dead, is conveniently at the wall.
He’s not dead because, unlike Ned, Robb, Tywin and countless others, the story doesn’t make sense without him.
In short, he is NOT dead, and it’s not because I don’t WANT him to be dead, it’s because if he is, then the STORY makes no freaking sense.