(Spoilers follow for all seasons and all books of the Game of Thrones show and the Song of Ice and Fire novels.)
In the show, given the events that we have seen played out as of Winds of Winter season finale (which is further, plot-wise, than the books) – here is how I see the roles at present:
Jon is the Warrior.
Dany is the Mother.
Arya is the Stranger.
Sansa is the Maiden.
Tyrion is the Smith.
Brienne is the Crone.
Bran is the Father.
I think it no coincidence that these characters have plot armor. These roles have shifted over time throughout the story – Ned used to be the Father, Jamie used to be the Warrior.
The list above is also important because it constrains who can be
– The 3 heads of the dragon
– the Prince that was Promised
– the Last Hero reborn
– Azor Ahai
I subscribe wholeheartedly to the Tyrion Targ Theory (TTT), which was telegraphed almost as clearly as R+L=J to date, in the “Tyrion unshackles the dragons” scene. The Three Heads are surely Jon, Dany and Tyrion, all with Targaryen (and thus, Valyrian) blood.
For the Prince who was Promised, the strongest candidates are Jon and Dany. In fact you could argue they both represent avatars of the same entity. Jon was born of salt (Lyanna’s tears) and Dany of smoke (Khal Drogo’s pyre).
The Last Hero reborn can only be Jon. There’s really no other candidate. Going beyond the Wall and having a dragonsteel sword are pre-requisites; no one else meets those criteria.
Likewise, Azor Ahai and Dany may represent aspects that combine – Melisandre’s vision of “only Snow” points to Jon, but Dany is the one who was reborn under the red star (the comet). If we think of Jon as the actual sword that Dany wields, ie, Jon as Lightbringer, then it makes more sense – Jon was tempered by water (the Wall) and then will be plunged into the heart of the lion (the Lannisters – the forthcoming revenge of House Stark). Who the Nissa Nissa equivalent is, I am not yet sure. It could be the role being setup for Jorah.
What is clear is that as Tyrion warned, prophecies are unreliable. The overall pattern of the Seven is what constrains everything, and the destruction of the Sept of Baelor requires the Gods to reassert themselves more forcefully, after all even Aerys knew better than to mess with the Faith directly.
This is why the roles of the Seven are important. They are the ones who will sing the ultimate song of ice and fire, when the Targaryens reclaim the iron throne and then meet the Others in the final battle for the fate of the world.