Forgetting Bran, are you?
I'd always assumed that Jon was the child of Leanna and Rheagar, and as such would have the most legitimate of all claims to the throne. Not to mention, he would have been born of both fire and ice. If he's truly dead, more's the pity, as that theory's out the window.
If Stannis IS dead, that means his betrayal of his daughter served only to drive his men from his service, leaving him vulnerable to attack. I'd rather believe he yet lives, and that his moment of weakness will have a more lasting impact on his character.