If I were the screenwriter, I would have the Night King fly right over Winterfell, captured King's Landing by surprise, raised the dead of everyone Cersei killed with that Sept explosion, turned her into Lady Stoneheart, and have THAT be the big bad that Winterfell faced at the end.
I would've had the Dothraki running off to face a smaller army that would have defeated them easily, everyone wondering what happened...then stragglers coming in from the south in a hurry and begging to be let OUT past the Wall because King's Landing is in disarray and something awful has happened. Then Jon would've realized in horror what the Night King did.
So then they would've had to run down there in a hurry to kill his ass, and all the assassin characters would be leading that charge while all of the armies distracted the rest of the dead.
Cersei and her threat as being the worst monster in the show is great for the end on tv, but it's sort of...fitting together a little too easily for me. I'm worried about the series wrapping up without being satisfying now.