I agree with pretty much everything you said above, jennyc. Especially Dorne! Why they had to just stamp all over my favourite subplot in the books is beyond me!
I didn't know what conclusions we were supposed to make about the ending. Does Melisandre do that every night? Is it a sign that's she losing faith/giving up? Is it a way of transferring some of her life force (?) to Jon?
My impression was that this is how she really looks and the necklace is involved in some kind of magic which gives her the appearance of a younger, beautiful woman.