I have always surmised from the books that Melisandre feels that Stannis is necessary to her end game, but she does not believe him to be Azor Ahai. I have few things to actually base it on other than that she seems to be draining him with no remorse. I have always suspected she sees Stannis as a means to an end. I don't think she is deluding him in telling him he has a great part to play, because I believe he does. I have often thought that she just led him on in relation to the scope of his role. However, I am only at the beginning of book four and things may change my mind.
I don't know if Jon will become important because he is a Stark or if he is a Targeryn. Dany's vision in the house of the undying includes Rhaegar saying - "He is the song of ice and fire." I took it he was talking about Aegon. But, if Rhaegar misread prophecy the way I think Melisandre is doing, Jon could be ASOIAF. He is Stark (ice) and fire (Targeryn), but I base that on my belief that Jon is Lyanna's son. 1. Ned promised his sister something that haunted him. When he is in the black cells he worries about Jon most especially. 2. If the Skywalker talk has any bearing - Luke was raised by an Uncle in secret for his own protection.
However, some of the story makes me question Jon really being a Targeryn. He was burned helping save Mormont from the wights. But, maybe Targeryns are only not burned in relation to dragon birthing, but who knows...
I think Jon has a big role to play. I think he will ultimately be the man Melisandre is looking for. She said a great king would rise when thousands had died in the war. I think Jon's purpose is defense of the Wall.
Aemon told Sam that Stannis did not have Light Bringer because the sword did not emit heat. So, Stannis has a pretty play thing - not the real thing.
Some posters have mentioned that the last book was to be called a Time for Wolves. Some speculate that the title was too spoilery and needed to be changed. That could mean the Starks rising back up, or given Martin's penchant for turning all to ashes, it could mean that the only thing left are packs of wolves eating the dead.
Given what has happened in the past to the Starks, odds are Jon is a dead man. But, I also get the feeling that he will rise up as an undead man.