In a previous episode Cersei Lannister told Tommen that she would burn cities to the ground for him. And that same line got repeated in this week's episode, "No One," and it was uttered by Jaime Lannister talking to Edmure Tully about the virtues of Cersei Lannister and Catelyn Stark. Jaime said that both women fiercely protected their children and claimed they would "burn cities to the ground" for them.
So I started thinking on that line, and (for those of you that watched "No One") you'll recall that in that very same episode Cersei and Qyburn (the disgraced maester that made an undead out of Gregor "The Mountain" Clegane) had a brief exchange about a "rumor." Qyburn told Cersei that he had his little birds investigate it, and that it holds a lot of promise. What could that rumor be?
I think it has to do with a huge cache of wildfire under the city. So to answer the question of what might we see in the season finale, I think we're going to see King's Landing get burned to the ground. It will effectively destroy all of Cersei's enemies, get rid of Margaery Tyrell and Loras Tyrell, and rescue Tommen from the clutches of the Faith Militant. With King's Landing and the last great houses of the realm in ashes along with it, I think the snows will finally arrive in the south bringing with it the foreboding truth that winter will come for them all. And of course, it won't work out exactly as Cersei planned but she won't care because (as Olenna Tyrell put it) she may be the most awful person in the world.