Jon Snow is dead, but Melisandre will raise him like Beric Dondarrion was.
Although Martin is a real bastard when it comes to killing off characters we love (looking at you, Ned) there's something just not right with Jon's death. It looks like he's been given too much importance to the story to die like that. And, if Thoros of Myr, a second-rate priest by his own admission was able to raise Beric from the dead, what might Melisandre be capable of? Not to mention that it would give her a handle on Jon, and bind him to her.