Shireen's death was awful, but I'm not sure why people are surprised. Stannis does everything he's told, so it seemed inevitable. Really good death acting tho!
And I did really like all the dragon stuff, but it seemed a bit callous of Dany to leave them all behind. I know she was the main target of the attack, but as Wacky says, the Harpies were killing indescriminately, and there don't seem to be any of the useless Unsullied left to protect Tyrion and co.
I liked how much Tyrion's opinions ran in line with Dany's, btw. They would make a good, if slightly odd couple.