Ugh, I'm so disappointed with that scene. Yeah it wasn't as bad as in the books and they were somewhat "tasteful" in how they shot it (thank god no nudity from Sophie Turner and it was off screen) but still.... what's even worse is that it was a young girl (14 or so) having her virginity taken away by r*pe along with cruelty, psychological abuse and humiliation. (Having Theon watch)
As far as people saying it was her wedding night, she knew what to expect and would go with it willingly (shown by her saying "I'll be a married woman when you return" to Littlefinger and going forward with it with Tyrion before he stopped it) and it would have been somewhat of a decent night if it was with anyone else but it had to be with Ramsay and she found out about him before she could walk away.
I had secretly hoped she had her dagger in her sleeve when getting undressed and used it to kill Ramsay when he tried anything against her, her beautiful white dress covered with blood and her somewhat avenging her family and saving herself as well, THAT would have been character development (and a nice throwback to Cersei saying "the best weapon is between your legs" and Shae pulling up her skirt and showing a dagger saying "No one is r*ping me)... she didn't need anymore reasons to hate this family. After she could have then proceeded to....
(SPOILER/well... Assumption based on what does happen in the book to the character Sansa took over)
Run away from Winterfell (easily done since she knows the castle like no other and with help of Northern loyalists, maybe meet Brienne/Pod along the way again and then finally meet Stannis who can take care of Roose for her.
I already mentioned her dress, but I want to post it one more time, it was so beautiful, especially how simple it was but also very Northern and regal she looked, a proper ice queen really. My jaw dropped when they showed her.
HBO
can't believe there's only two episodes left 
this season has gone so fast...
