Jon takes an arrow or two in the big meaty part of his leg as he escapes (and its not like wildlings had broad headed, finely wrought arrows). A pretty insignificant injury...more of a "something to remember me by". In the show he takes several hits to the torso...and still manages to ride back to castle black. Spoiler: Warning: Spoiler! Probably to make it less cold hearted when they have him kill her next season--in the book I don't think it is clear who kills her (although I think he looses an arrow at a redhead and isn't sure), just that he finds her with an arrow sticking out...in the show I give it 6:1 odds that he recognizes her, hesitates for a second, and then releases the killing blow. Don't forget...stannis is kind-of-sort-of the real king. Joffrey is the queen's incest bastard, so if you accept that Robert took over the kingdom fair and square, then the throne rightfully belongs to his crotchety older brother and not to a Lannister bastard. Dany may desire to be queen, but she really has to conquer it for it to belong to her family again. Rob was seceding, so I guess he had a legit claim to the north, but then everything he was doing were military operations on foreign soil.