Have read a couple of fan blogs with theories that despite the time and effort spent on following the characters we have come to love, hate and sometimes both, that the final "shock" ending will be the White Walkers defeating mankind, at least on Westeros. The theories generally follow the line that while the humans are battling it for control of the Seven Kingdoms, they end up just weakening themselves (already several great houses and their armies are not as strong on they once were), driving further division amongst themselves. Having abandoned magic for science for the most part, they do not believe the warnings from the North of the coming of the Others, until it is too late. They usually speculate that one or more of the dragons are killed in the battles for the Seven Kingdoms, and any remaining while proving excellent weapons against the Others, eventually they are destroyed before they can defeat the others or maybe just entombed in ice by a massive blizzard. So in the end the politics, war, ego, drive for personal power, etc brings about the end of mankind on Westeros and possible the world.