A) I personally feel it was a good thing to make Bronn the captain, because it not only gives him a more important role play (which is good, because he's an awesome character and liked by the audience), but it also avoids introducing new and rather insignificant characters which will contribute to confusing the audience.
I don't hate Bronn, quite the opposite really, but I liked how the chapter was done in the book far more, where they go over the list, and Slynt basically laughs at the honest one handed guard, and yet he's there the whole time to arrest him.
B ) The Stannis-six is harder to justify, but if I recall correctly this was vaguely hinted at in the books, and it's the course the showrunners choose. Personally, I choose to view it as Melisandre and her religion is the only thing that makes Stannis stray away from the course of justice and law.
See, I never saw (Not that far on the Stannis/Davos plot in the book) their relationship as sixual. I always saw it as more Grima Wormtongue-esque. Her whispering empty promises into Stannis' ear so if he became King, R'hillor would be much more influential in Westeros.
C)The Jon scene is good because it shows off the White Walkers again. It would feel odd if we had to wait almost 2 whole seasons before seeing them again. (excluding the Wight-encounter in S01E08)
Meh, I see them as being far more intriquing the less we see them (Mainly since my imagining of them was this more 'elven' look. With fair, but a pale, almost ghostly dead appearance. These ones look like zombies.)