I also have no idea where he's going to go with book 6. Pretty much everyone I care about is dead or abandoned at this point and I think he wasted the character of Rob Stark. There was a lot of potential to set up rival kingdoms in the north and south, but instead you didn't hear anything about Rob for an entire book and then he got murdered.
Catelyn is still out there, but I'm not even sure what she is at this point.
Ricken is alive, but I haven't heard from him in 2500 pages and he has had zero character development.
Bran is alive, but I'm not sure how his story line fits back into the story. I'm thinking Martin doesn't know either, which is why Bran seems to drop out.
Sansa is alive, but her character has always been pretty shallow and I don't know what role she has left to play.
Arya was my favorite character pretty much start to finish. I would read an Arya spin off novel.
I spent the first 3.5 books complaining that Daenerys was too angsty and devoid of content, then enjoyed her plot line for all too brief of a period before she seemed to stall out again. Having her march on Westeros with her dragons would have been far more interesting than having her sit in Mereen for an entire book essentially twiddling her thumbs.
So... those were all complaints, but I really did enjoy the books over all. I think he did a great job of establishing the world, but it just feels like so much wasted potential.