At Entertainment Weekly Benioff and Weiss had this to say about the end credit song (which is actually a version of Martin's "Bear and The Maiden Fair")

Quote:
The wildly mismatched pairing of the violence and a rock song by a contemporary band was a very deliberate move.
“It’s such a shocking ending and when we read the scene in the books it was so shocking to us,” Weiss says. “To really hammer home the shock of that moment you need something unexpected. There’s no version of a traditional score that would keep you as off balance as we wanted that scene to leaving you feeling.”
“I can’t imagine having that conversation with Ramin [Djawadi] our composer — ‘Now we need the Jaime-gets-his-hand-chopped-off music,’” adds Benioff. who made his directorial debut with this episode. “What we always loved in An American Werewolf in London, we see our hero shot and killed and then his lover runs to embrace his dead body — it’s a sad ending — but then we cut to black and it’s [the bouncy 1961 Marcell's hit] ‘Blue Moon.’ And that jarring juxtaposition was fantastic.”


"When the snows fall and the white winds blow, the lone wolf dies but the pack survives."
Winter is Coming

Now this is the Law of the Jungle—as old and as true as the sky; And the wolf that shall keep it may prosper, but the wolf that shall break it must die.
As the creeper that girdles the tree-trunk, the Law runneth forward and back; For the strength of the Pack is the Wolf, and the strength of the Wolf is the Pack.