Thought the Dragon coming in from high with the sun at his back was a nice touch. Its not like people have experience spotting flyers coming in. By the time they realized and started moving they only got a couple shots off before boats start exploding, one or two passes more in the confusion and its all over. Never underestimate Dragonfear, no matter big a bolt you think you got, the thought of burning is bad.
Dany burning the whole city isn't as crazy as many say. She does have a long history of destroying her enemies with brutality. The rewards for following her aren't all that sweet either (Slaver's Bay isn't better off now, especially after she left, and the Dothraki as a culture aren't happier now than before they knew her). We got duped into thinking she's basically "good" because she's blonde, and small, and resilient, and has suffered much and smiles adoringly. But she's ruthless as any of them, maybe more. She has a weakness for certain kind of men, and they all die or let her down which always ends up badly for everyone else. Burning the city just as the vision in Season 2 makes perfect sense to me, but then I wasn't enamored with the character as much. As much as everyone likes Jon Snow, in the books I really want to see what becomes of "Young Griff", Aegon son of Rhaegar and his Dorne bride (who would have a stronger claim than Snow really). There were so many side stories I found more intriguing than what has become the main cast of 4-6.
Visually nice for the twins to have their last moment, but was kinda hoping towards her finding his bled out body and wondering what's going on, THEN Arya finishes it. Clegane-bowl went pretty much as expected. Cersei was always the most clever of all them, even constantly outwitting Tyrion, I was expecting far far more. Hinted at with some wildfire explosions, but when the end was coming she really had no cards hidden. Disappointed.
The whole Jon's secret thing is going to get messy. Who was Varys writing to? Dorne? High Garden? Iron Bank? Dany was right, once he started telling people, it would never end well. Especially Sansa, she has become her mother.
Does this whole thing end with nothing really being resolved and this just another blip in the Targaryen rule of the last 300 years? There is so much story there now, it could easily just be another crisis solved a la BlackFyre etc. and at the end Dany rules with iron and fire and Jon is just a vassal who burned when he displeased (so the histories will say). Or does it end all Disney-like with him being the good king and restoring the rule of the First Men and the Children before the Andals came and messed it all up.