I agree that Jon Snow is probably still alive. Martin usually leaves no doubt when he gets rid of a character, so I believe he left last scene with Jon vague for a reason.
This does kind of touch something that could be a problem as the series advances: Characters who have been reported as dead, but are really alive. As far as the general populace (and other major characters) know, Bran, Rickon, the Hound, Davos, and Mance Rayder are all dead. How are people going to react to multiple "Oh, we faked our deaths" stories? On top of that, what happens if the real Arya Stark returns when the rulers of Westeros have produced a fake one.
On the bright side, I read a review of the Game of Thrones video game that came out a year or two ago. There was plenty of negatives in the review about repetitive combat scenes, a poor save system and general glitches. The reviewer did say that the storyline in the game was terrific and contained several twists plus a great ending. So, I'm hopeful that if Martin can do that for a one-off item like a game, he can do the same for the actual novels.