You should read no further if you haven't seen the finale of season five of Game of Thrones or read A Dance with Dragons.
To restate: Jon Snow is not dead. Here are four reasons why.
1. It wouldn't make any sense
As previously stated, it just doesn't make literary sense to kill off Jon, the only POV character able to advance the storyline at the Wall (arguably the focal point for the remainder of the series) in any meaningful way. Jon is also the only person alive for whom the riddle of his parentage means anything to - why snuff out one of the fundamental mysteries of the series in such a way?