I have a theory that Dany will die with Jon plunging his sword through her heart to light his sword like Azhor Azahi (sp?).
That's mainly from the prophecy she got:
Quote:
. . . three heads has the dragon . . .
. . . three fires must you light . . . one for life and one for death and one to love . . .
. . . three mounts must you ride . . . one to bed and one to dread and one to love . . .
. . . three treasons will you know . . . once for blood and once for gold and once for love .
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The first two fires have already happened I think (For the dragons and then the one to escape the khalesaar. Third one might be so the sword can light.
The mount I take to mean marriage, making the first Khal Drogo, the second the dude that seemed to want to kill her and the third possibly Jon.
The treasons: first was the witch, second I think something will happen in the books that the show skipped in mereen and the third might be Jon repeating the ritual.
There's also the possibility that one of the fires is alluding to the hint that Dany might accidentally set Kings Landing on fire (there are deposits of Wildfire everywhere).
So the mount to dread might be the ships going to Westeros and maybe the treason to gold will be her getting betrayed to the Lannisters (Lannister Gold etc)