Not that I care either way, but I didn't see a thing that proves the walkers are coming to Winterfell yet. At the end, you've got a few on horseback on the horizon, but that's it. They could very well be posing for effect while the rest of them head south. There's the "preview" stuff at the end that seems to be fighting scenes, but I don't remember seeing any white walkers in there and is there anything that says the "previews" are scenes from the next episode or could they be scenes from any future episode?
I thought the same thing at first too. The post-episode previews have always been about the next episode. Nothing says that that has to be the case, and I wouldn't put it past them to use some misdirection. But the more I watch the preview, the more I think that it will be a Winterfell battle. Now whether this is the end all-be all final apocalyptic battle, or a feint/scouting/or start of a seige is open for debate.
They changed the title sequence this season. You can actually see the White Walkers advanced as terrain tiles flip to an icy-blue color. IIRC in episode 1 they were approaching the Umber keep. But I know that in episode 2, those tiles surround the Umber Keep and began a thin semi-circle around the fringe of Winterfell. There may be more hints in the episode 3 sequence. Does it fully surround Winterfell, is it a thick or thing surrounding, does the white walker army continue to move south past Winterfell - even after surrounding it?
Also, I'm not an expert on medieval battle tactics, but why are any living humans outside the city walls? I must be missing something, but I'd think that they'd want the high ground and protection of a wall? Further, it's mentioned a lot in the books, and only once in season 1, that the walls of Winterfell are built unique for Westeros, the outer walls are shorter than the inner walls. Some speculation is that it has to do with defending against the last great threat.
If King's Landing is the way it works out, it will be quite amusing to see the "oh ****" look on Cersai's face when the walkers show up and they're completely unprepared. Like someone said before though, that'll also increase the size of the dead army exponentially.
I'm onboard and hoping that the undead army sack King's Landing first. It makes more sense strategically and thematically. It works with the overall theme of the novels and show - petty squabbles preventing people from focusing on the big threat. Both the books and show opened by showing the threat of the Night King, and its been growing in the background the whole series. It wouldn't make sense to have the final battle with the Night King that be the the penultimate climax. Both thematically and action-content it would overshadow any battle between Jon/Danaerys and Cersei/Golden Company/Iron Islands.