Yeah, Martin has killed off major characters with some regularity. Although I imagine the Big Three are safe (Dany, Jon, Tyrion), I don't know. That's what's great about the books. Rhaegar already had the experience of believing he was the chosen one and then suddenly eating a gigantic warhammer. Others could follow!
Any speculation about Ned living is just crazy-talk. I assume what Martin is doing there is preserving the surprise. You can even hear the bit of hesitation in his voice as he says it, which may have been a deliberate wink to readers of the book. But for those who don't know what happens, maintaining their expectations is crucial to people really appreciating the book (or series). Whenever I loan my AGoT to someone, I keep absolutely quiet about what happens to Ned, and if they're partway through and want to talk to me about how great Ned is as a character or whatever, I play right along. "Yeah, he's terrific. Definitely one of my favorite characters" (which is true, anyway). One of my friends was like, "Boy these Lannisters sure are stupid breaking his leg and all that. They're going to get what's coming to them," and I was like "Yeah, there's definitely some fallout from that. Keep reading."