I think the series will end with the iron throne being destroyed, the game of thrones finally finishing. I'd be disappointed if we got anything as simple as Jon or Dany on the throne after defeating the evil Others. ASOIAF is usually more complex than that.
I could see the final scene showing two luminous beings, the Red God and the "Other (Blue?) God", sitting on opposite sides of a massive chess board, or possibly the intro scene "map machine", with one of them tipping over a small playing piece that resembles a miniature Iron Throne in the area of the map that resembles King's Landing, with the other looking smug, almost akin to the Greek gods playing games with humans on Mount Olympus.
We're constantly seeing war maps and wooden pieces being pushed around in the show. May be just nifty prop work, or possibly some greater foreshadowing. Not really sure right now.