http://moviepilot.com/posts/3955113?utm_source=fb-channel-fantasy-channel&utm_medium=facebook&utm_campaign=brace-yourselves-game-of-thrones-fans-she-s-coming
Here's an argument that suggests that Lady Stoneheart will appear toward the end of this season. With Thoros of Myr and Dondarrion supposedly already being credited to show up sometime in season 6, I think it's very possible that we end up seeing Lady Stoneheart in this whole Riverrun fiasco. And with Brienne going to be at Riverrun with Jamie, I could very well see Lady Stoneheart executing both of them as she leads the Brotherhood without Banners against the Lannisters/Freys to help the Blackfish.
I had the Lady Stoneheart thing spoiled for me a couple years ago when I checked some Game of Thrones wiki and stumbled across it.
My guess is there's 4 main reasons they've avoided it in the show.
#1 - They didn't want to blow their resurrection wad early on a secondary character - they needed to maintain some semblance of "surprise" for Jon Snow's revival.
#2 - They probably aren't too keen on having a wonderful actress like Michelle Fairley return coated in zombie makeup with no voice. Though, I suppose they could do a book-to-show translation where the damage is less significant... kinda like how Tyrion is supposed to have no nose by now, but Dinklage just has a tiny scar.
#3 - From what I've heard, she's a relatively pointless side-character in the books that hasn't played a significant part in anything - yet. So maybe they just don't want to sidetrack the story with something that isn't essential and undermines the drama and impact of one of the most shocking moments of the entire show (the red wedding).
#4 - At some point, doesn't the constant resurrections just feel like a bit of a comicbook gimmick? Yeah, I get it that it's a story where the main antagonists are literally undead ice zombies, but having characters like John Snow, Benjen and Lady Stoneheart all return from the dead - at some point wouldn't you just be like, "Man, let's just go back, duct tape Eddard's head back on his body and get Sean Bean back". Maybe they want to avoid having too many resurrections.