Arya's hilarity and the Hound's deadpan disbelief in the face of events was priceless. The whole scene was really good.

I'm curious to see where they'll go from there next week (or maybe more likely in episode 10 since apparently next week is virtually all or mostly for the Wall). Sansa seems to be coming down the Eyrie, and Brienne is on her way to the Bloody Gate as well... PB and Alayne will be out in the Vale when Brienne comes to the Gate, that's kind of obvious, and that seems to be the main purpose of "touring the Vale". They didn't want LF/Sansa to hear an envoy from her mother asked for her at the Gate, though I'll be curious to see if they will hear about Arya and the Hound (maybe not until they return...).. though maybe LF will, and will have people of his sent to kill the Hound and capture Arya, "if the girl is truly Arya". I'm guessing the Hound and Arya might take another direction than the one they came from, though it's rather unclear which threat they'll encounter if any (it's getting a bit late now for the neck wound of the Hound to take a bad turn, but then..maybe not...). The show (IRRC) has not really established yet that the Blackfish is back in control and reachable, or that the Hounds knows any of this anyway.

Given their propensity to take liberties in plot development but somehow finding their way back to hit the main points (and their liking for combining stuff) - in this case having Arya decide not to give the Hound the mercy of a quick death, I wonder if they won't try to fool the audience this way: the Hound is running out of good options, and suddenly he will appear less "friendly" as his interest and Arya's no longer coincide so well. He might decided he and Arya will go north via White Harbor, heading for Saltpans or the Fingers to take a ship, his explanation of his plans becoming less straightforward to Arya. The Hound might tell Arya he'll see there who to ransom her to... she would have a high value to any northern Lord, including the one of White Harbor, but Bolton most of all. At the same time, Roose Bolton will announce to Ramsay that he's arranging his wedding to Arya Stark (or "to someone who will cement their claim to Winterfell" to let us believe he's made a deal with the Hound, but we won't know what his plan his before next season. Arya and the Hound will split, in loosely the same conditions they do in the books if through different events, and we'll see Arya go take the ship and show the coin. In episode 1 of season 5, they might continue the charade a bit by revealing that Ramsay's bride is Arya, or if already known to the audience from ep. 10, by announcing she's now traveling from X to Winterfell. Then we'll see she's a F!Arya, and cut to the arrival of Maisie in Braavos. Another possibility, I guess, is that they might have Petyr hear a report from below about Arya, not tell Sansa, and later with see Petyr's men attacking the Hound and trying to capture Sansa - and they let us believe falsely Petyr is the one who made a deal to sell Arya to Roose Bolton.

As for Brienne, I guess the timing is just too good in a season finale to postpone the reveal of Lady Stoneheart. In fact I'm sure they decided to skip the river bank reveal last season precisely to wait to cap the "self-destruction of the Lannisters" season. I expect Brienne to get captured by the Brotherhood also on the trail of the Hound and Arya, and the removal of Cat's hood to be the last image of the season (showing only Brienne's stunned face without revealing the face she sees might even be better, but I doubt they're that evil...)

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The Red Viper stuff was on the whole well handled, within the limitations set by a TV budget (however large). I know many people were disappointed by the camera staying so close and the fast pace of the editing, but that's how a scene like that could be kept within a big, but reasonably big, budget. It did the job, and stayed close to the books.

Budget limitations also showed in this episode, that they had to fill time with two long-ish very cheap to film scenes to compensate. The Missandei-Grey Worm one didn't add much, but at the same time they're running low on characters near Dany, and it's not a bad idea to flesh out/humanize a bit the secondary ones since Dany has at least one more full season to spend in Merreen.
The Tyrion/Jaime one was better done if a little long, considering that the point was to show the two brothers incapable of talking of their feelings at what could be their last conversation - Jaime rushing out at the end drove the point home. That said, the beetles story wasn't without direct relevance to what happens in King's Landing and to Tyrion - and to what he will do next.

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I actually liked a lot what the direction they've chosen to go with Sansa. People have wondered a lot (and complained a lot) they had removed all the character's agency, turning her even more into a piece moved by others than in the books. Well.. it was to make her reach a clearer "breaking point" and take more decisively matters in her own hands. It also was gradual, with her reaction to the Red Wedding early on, her better assessment of Tyrion as another piece rather than player, her losing control and hitting Robyn. It was done somewhat at the expense of LF's cleverness (alas) - in the show his murder of Lysa is something impulsive he did to save Sansa, not something he planned carefully with a scapegoat in mind - but I still liked how they've done it, with visual elements to strengthen it all. I think it was a really good change to have Sansa reveal her identity early (which is probably a TWOW spoiler), which showed her cleverness: she was in greater danger if only LF knew than she is now that powerful Vale Lords, one with Stark blood beside, also know. It was also a good pay-off to wait and make it her own decision to fully embrace the role of Alayne. To have her complete her own mourning dress (out of one of Lysa's formal Aryn dresses, no doubt) and dye her hair was a very nice touch. I was really puzzled by their decision not to dye her hair before coming to the Eyrie, but now it's clear why they did that.

The audience was getting a bit bored with "punching ball Sansa", so now that Jon will become LC, Arya will take matters into her own hands and so does Bran, the timing was very good to transform Sansa too.

I think it will be much more interesting for TV, where we can't have Sansa's POV to understand the hidden transformation process she is going through, to have Sansa become earlier LF's "partner in crime" and "apprentice" and be more of a participant in his schemes (which will probably go back to develop what they have cut from the books to speed up the transformation. Now that this is done, they can return and develop her relationship to Robyn, what exactly the plans are for the Vale, and what exactly LF plans to do - or claims to want to do - to get Sansa the North). I wonder if they haven't spoiled, somewhat, that in TWOW Sansa's will take the step to become Petyr's lover or at least that she will start playing on his desire on purpose (I even wonder if Martin hasn't in mind to have Sansa give in to LF's advances by calculation, or even start falling for him. Can't recall if in AFFC she knew or had doubts about LF's involvement in Ned's betrayal, though.). In any case, I rather liked the birth of "Darth Sansa". It will be fun to see her rise in the part of a scheming femme fatale, while in parallel Cirsei herself is going down. Not quite sure we'll see any "tour of the Vale" in s5, though there were rumors they were done with the Eyrie sets and destroyed them. We'll see. For now I suspect it's rather a convenient device to get Sansa and LF away before Brienne arrives.