Lyanna went out like a boss. Theon's suicide charge at the end was a great moment. And of course, Arya, dang! Love that they foreshadowed that move back in the sparring match between her and Brienne.
I wasn't sure how Jorah got to Daenerys at the end, but considering how high the piles of corpses of the dead were, he probably could've just jumped from the top of the walls. It was a noble end, but one I certainly expected.
Here's hoping Tyrion has some brainpower left, because I've no idea how they're going to deal with Cersei's forces. Sure, they have two dragons, but both are pretty banged up.