I enjoy twists and turns in a story a lot. A big surprise from a character who has been hung out to dry is just a blast. Minor characters being set up for greatness is a thrill. However, the resurrection of dead characters and the requirement that readers/viewer see a character die on page/screen is a pet peeve for me. This will require some spoilers for examples. By the way, what is the statute of limitations on spoilers? (SPOILERS THROUGHOUT ASOIAF BELOW)
Neville Longbottom was a medium minor Harry Potter character. Always a bit of a buffoon, his heroic moment was a perfect part of the end of that series. Really a pleasure. This is what I'm looking for. Someone to wait in the wings and then reach his potential. It means that the world is bigger than the story that is being told.
However, when I read A Song of Ice and Fire, there is no end to the characters who might (and do) come back from the dead. Given the expansive world that GRRM has built, you'd think that I'd like this, but the main issue that I have is the devaluation of resurrection. First, let me say that there are two instances of resurrection in the books that I love. The first is Lord Beric Dondarrion. His resurrection is consistently explained and finite. Similarly, the birth of Lady Stoneheart is the creation of a new character, which succeeds in a way that few resurrections do.
Resurrection is in the air when it comes to A Song of Ice and Fire. Martin has written so many compelling characters that readers can't stand to see them go. Therefore, they think that a door is open for every character's return. Seryo Forel? Over and over, you hear people say that he is alive. Never mind that they members of the kings guard and city watch survived the encounter with him. His self sacrifice added value to Arya's character. His return would change the meaning of her entire arc. She picks up the skills of someone and leaves him (usually dead). It's elegant for her to leave a trail of corpses as she pursues revenge.
Similarly, I've heard speculation that the Hound will be back. The reader doesn't see him die... It would be weak story telling to have the Hound return. His armor is back. The ruthless mantle has been taken up. I think it is satisfying to think that that could happen again, but Sandor Clegane returning would just weaken the gesture of Arya leaving him.
I've left Jon Snow for last, because I'm actually not sure if Martin will kill him off. It's so easy to integrate the magic that has been gradually introduced throughout the series to allow some of the most popular theories to come true, but wouldn't it be more satisfying if Jon Snow is allowed to die? The mystery of his parentage wouldn't disappear. Characters will mourn him and probably explore his past. I just prefer to think that we don't need him back.