Show Stannis is presented with considerably more ambiguous colors (with the arguable exception of S5EP09), but book Stannis is simply execrable. A self-important man with no honor at all. A whinner that will use any excuse to attain power. A hypocrite hiding behind lip service to his self-serving views of duty and honor.
To this day I can't understand how come he has any sympathy at all. He up there with Ramsay and Tywin in the lack of honor department.
Obviously, the show does not follow the books all that close - Sansa, Brienne, Jorah and Jaime among others are in places and situations that just can't be reconciled with the books. Also, Stannis himself has made it very plain that he does not care much about his odds of winning; he just does whatever has a better chance of not leading to a loss, regardless of risk or dishonor. That is true even in the TV show, which booted out the barbecue-maker of the books to present a fanfic family-friendly version of the character in his place.
Far from making it clear that Stannis will win, ADWD makes it rather very clear that he is close to total ruin. His soldiers are resorting to cannibalism to avoid starving to death. He does have a couple of cards in his sleeve, but certainly nothing that ensures his victory or even his survival for long enough to face the Boltons.
Also, this is medieval battle. Not the most predictable of things to begin with.
But it seems to me that the real issue is that the trailing two episodes of season 5 made it clear that even the show version of Stannis, sanitized as he is, is still not honorable nor a particularly central character, a revelation that many people seem to have trouble with.
The book made it very clear that while he and Hizdar are both of noble Mereenese families, there is a wide difference of perception between the two. One of the Graces told Daenerys upfront that anyone from Meereen would understand that.
Hizdar attempts to deal with this dangerous, inconvenient outsider by making dealings with her, including one of marriage. The Shavepate manipulates her by presenting biased counsel. Both see her as a pawn in their struggle for power, believing (probably with good reason) that no one in Essos but the former slaves will even attempt to think of Daenerys as a "true" Queen. She is, after all, not only an outsider but also nearly without clue of their society. She can't expect to communicate well with the natives, let alone earn their trust.
Melisandre can't raise the dead without paying a huge price.
Nor can any of the other priess of R'hllor either. Westeros and most of all Essos would be very different places if they could.
Besides, although I don't necessarily trust her word on that, she has consistently presented her magic as reliant on sacrifices for the greatest effects. She admitted that she can't raise more shadows from Stannis without jeopardizing his health, for instance.
That does not suggest someone with true powers of ressurrection to me. Not at all.
As for Thoros, as was pointed out, he was surprised by Beric's raising from the dead. Whatever caused it has little to do with him personally and less with the specific ritual. It probably involves the waxing of magic in Westeros, and perhaps connects more closely to Daenerys' experience at the funeral pyre.
If you ask me, it may be the Children or even the One Eyed Crow lending Beric some lifeforce for reasons of their own.
The most misunderstood character in both the show and the books is probably Stannis, but I don't mean that he deserves more sympathy. Not at all.
Characters that I find myself somewhat protective of include
Maekar (from The Hedge Knight)
Hizdarh zo Loraq
and the Maesters in general.
Characters that I think have it way too easy, beyond Stannis, include Melisandre, the Shavepate, Daario Naharis, Petyr Baelish, Tywin Lannister, Roose Bolton, and Archmaester Marwyn. Actually, nothing involving R'hllor brings me any trust or sympathy whatsoever. They are no better than enslavers, and probably worse. The only exception, probably because he was not much of a priest, was Thoros.
Stannis - a very satisfying death, I must say. I only wish his true colors were a bit more evident before Episode 9. Show Stannis was dangerously close to fanfic reading.
Meryn Trant - another deserved death.
Jon I believe will come back in some way, much as I expect it to happen in the books. Given reports about the actor not coming back, I assume his body did die.