Melisandre is a Red Priestess of the Lord of Light, a deity little-worshiped in Westeros. Hailing from Asshai, a county located in the far east of the continent of Essos, she claims to wield powerful magical abilities, particularly the power of prophecy. Some years ago she crossed the Narrow Sea and came to the court of Stannis Baratheon on the island stronghold of Dragonstone, to preach her faith. Stannis and the majority of his household have now converted to her religion, and she has become a close adviser to Stannis himself.

Some people hoped Christina Hendricks would get the part of Melisandre...

...but I think they cast wisely...

She is a favorite subject on deviantART:

Melisandre would approve of this art if she saw it.

Carice van Houten aka Melisandre looks so different in real life!

Example: https://vine.co/v/htEr2FVDpKK

Interesting Renly - Melisandre interaction in season 2:

http://pandawhale.com/post/24773/renly-melisandre-interaction-in-season-2

The comments are dark and full of spoilers.

http://pandawhale.com/post/41091/the-comments-are-dark-and-full-of-spoilers-melisandre-meme