While not common, Buffy and Babylon 5 ended Season 5 and 4, respectively, in a manner that was completely compelling and satisfying! Babylon 5 managed to wrap up two massive arcs.
Of course, we are left with Angry Daenerys in episode 5 saying Jon Snow betrayed her and torching the city, while manic depressive episode 6 George Patton / lovey dovey Daenerys wants lover boy (nephew) to be with her to free (conquer) the world, giving him the opportunity to poke Dany in the heart.
Episode 6 was hamstrung by Episode 5 and had to somehow resolve a ridiculous unexplainable plot swerve, and did so rather poorly. Episode 6 felt so numb because there was going to be no acceptable way to resolve this mess. A series finale should never be anti-climatic at the start!
Arya, the most likable character throughout the series IMO, makes the most sense as a spinoff, and her ending set that up.
Good dog no!!! The writers couldn't handle GoT without books to work off of. Let's not give them an opportunity to fuck up an entirely new series. Besides, I've read that Williams is done with acting... at least for a while.