It's weird, I fully expect a lot of good people to die in the final battle(s), but at the same time it feels like many stories still need a closure (other than death) which would require a majority of the chracters to survive at least the first battle. Off the top of my head, I see maybe Davos, Grey Worm, Beric, Dolorous Edd as likeliest to die next episode because they have very little going on outside of the final battle. Of course, they could be building some of the other characters up just so their deaths would feel more significant. Jaime & the Hound have "obligations" outside the North which would suggest they survive to the very end. I guess Tormund & Brienne could die, but my gut says both survive, or at least Brienne. I guess Theon would be the obvious major character to die next episode. He's not that significant anymore and is basically set up to sacrifice himself.
edit: Could have posted this in the Deadpool thread. Would add Jorah to the list of soon to die.