Well I was wrong, then. Personally I would have taken the castle, married Val, had lots of sons and lived happily ever after. Ok, I probably would have had to go into battle for Stannis, so maybe not. But Jon isn't averse to a battle or two, I thought he'd go for it. I certainly wouldn't worry about chopping down a few silly trees, as Melisandre wanted him to, or have any kind of guilt trip for taking the Winterfell that should have belonged to others.
Jon decides he will stick with the watch, but before he can tell Stannis his decision, he is made Lord Commander anyway! Sam has deftly manipulated the situation. Sam is a player, not a pawn. Who would have thought?