It's hard to remember that Jon Snow wasn't the only character who's fate was left up in the air at the end of Game of Thrones Season 5. Stannis Baratheon was also the subject of a cliffhanger on the end of Lady Brienne's sword. Fans didn't see a body, but fortunately, the Game of Thrones Season 6 premiere confirmed that Stannis is dead.
In the Season 6 premiere, we didn't see a body, but both Roose and Ramsay Bolton discussed his death. Roose even said he should "thank the man" — ha!
Last season, Brienne found him injured in the woods, and seized the moment to avenge Renly's death by killing him. Finally, a victory for Brienne — am I right? It was a fitting end for Stannis too, I think. After losing his daughter, his wife, and the attack on Westeros, I don't think I would have wanted to see him go on. He made a valiant try for the throne, but it clearly wasn't meant to be.
There's just one pesky problem caused by his absence on Game of Thrones. Who will lead the Baratheon army in his wake? With Melisandre and Davos both at Castle Black, someone is going to have to lead the fight against House Bolton. I couldn't name a single one of Stannis' officers who might be second in command. Maybe they'll all rally behind Brienne — that would be pretty cool. House Greyjoy is supposed to figure into this season, and they could take up the cause against Roose and Ramsay (especially after what they've done to Theon) but they're going to need to pick up the pace if they want to finish what Stannis started.
I can't say that I'll miss Stannis. Little Shireen's death is unforgivable. His preoccupation with burning people and the Lord of Light got on my nerves, and Melisandre is a major pain. He was also just, kind of boring. While he may have been a decent ruler, the means do matter on Game of Thrones and his dirty work finally caught up with him.