I think that Theon will be taken before the Heart Tree where Bran will talk to him through the tree. Bran will tell Theon how to find the secret passage that Bran described early in GoTs (the chapter where he fell). Reluctantly, Theon will lead a small band of Stannis' Forces into Winterfell to open the gates... I also believe that the Frozen-Lake Trap will come into play... I think that there will of course be some surprises as well: Manderly has something up his sleeves... Stannis has something up his sleeves... Mance has something up his sleeves... Roose (most of all) has something related to sorcery hidden up his sleeves...
