Oh yeah, Cersi is going to try and burn KL. Just that line she said about how she's burn KL to the ground before giving up her children. The question is more what's Dany going to do with a fleet of ships, thousands of Screamers, and three dragons? All her talk to about doing what it takes to make the world a better place? That's pre-tyrant 101 speech there.
Final scene of GOT could easily be Dany's death scene and she says something like, "I just wanted to make the world a better place" then Snow decapitates her with his fancy sword.