My bet is on Stoneheart rather than Coldhands for the season conclusion. I could easily be wrong, but here's my thinking:
In the book, Coldhands is first introduced when he saves Sam & Gilly from an attack by wights; he then leads them to the secret entrance to the Nightfort.
In the series, Sam already knows about the secret entrance and is within a few miles of the Wall at the conclusion of ep 9. So, no need for a guide at this point.
On the other side of the Wall, it looks as though Bran & co will enter the Nightfort in ep 10. The synopsis says that Bran tells a ghost story. Iím guessing this involves him relating the story of the Night King. The preview shows the group reacting to someone inside the fort. If itís just Sam, there isnít any reason to introduce Coldhands until next season.
Of all the storylines in progress, Branís journey is most likely to lap GMMs books before the next volume comes out. They need to slow it down a bit. Bumping CH down the road an episode or two would help.
Also, no one seems to be cast in the CH role this season.
If the season ends with CH, it would be mostly a who-the-heck- moment. Mysterious, but not that dramatic, unless you incorporate a wight attack and I just don't think they have enough time to do that justice given all the other points they need to touch in ep 10.
On the other hand, letís look at Stoneheart. You guys are right that she isnít introduced until well after the RW. But her resurrection happens within just a few days Ė about the same amount of time that it takes word of mouth to transmit all of the gory details to Kingís Landing and Dragonstone. That would be a heck of a scene to end on, given the implications for paybacks (which are in high demand by the audience right now). Also highly supernatural, which is another theme they start and end on.
Also, if they donít introduce Stoneheart in ep 10, then cagey non-book readers are going to realize somethingís up if Michelle Fairley is still listed in the credits for Season 4 (or if word gets out sheís shooting scenes.)
Plus, the Title of the Episode: ďMhysaĒ which means ďmother.Ē (Thatís the chant for Dany as the mother of dragons, but it would have a double meaning if the last scene is Stoneheart.)