Hmmm, I am not totally opposed to the whole "faith makes it work" theory, but I was under the assumption that the dragons coming into the world kind of jump started all this magical shit happening in these religions. And the reason why Thoros never saw anything like that happen before was because that was pre-dragons, and when he tried his resurrection spell after the dragons hatched it suddenly worked. Of course there is always the chance that the dragons are just a side effect of something else that is causing the magical stuff to occur (the comet?).
From what I remember, the Others returning was part of magic coming back into the world. They were returning before her dragons were born. TBH, a lot of the things that have happened can be explained by "faith makes it work". Dany knew nothing about magic, but after the Maegi fucked her over she realized life is needed to create life - hence her dragons.
I don't think the dragons were what created magic, or brought it back. Remember that the Others, the wargs being born to Starks (All of the Starks are wargs, or are least are assumed to be), the Red priests being able to see visions etc, happened before the dragons were born. Magic was already coming back, so I assume it allowed the dragons to return as well.
There's actually a lot of theories of what brought magic into the world, but Dany has been discredited as the cause; she is merely an effect.
As for Melisandre, honestly, I don't hate her or even sit there thinking, Jesus Stannis, you are fucking stupid.
Let's be honest; there are a shit ton of people in the book who fit the prophecies, and Melisandre IS seeing visions. Those visions point her to Stannis. She is able to help his quest to the throne, and he is, technically, the legitimate and lawful King.
Melisandre is not manipulating him for power. Her talks with Jon show that she truly believes Stannis is the rightful King, and needs to be on the throne to save the world. And the thing is, we can't prove she's wrong. Oh, we pretty much know she is. But all of her interactions with people, even though she exaggerates so they believe her, are relatively true. She sees things, and just as she said, her visions are never wrong but her interpretations are.
So shit is going on, but she is most likely wrong with Stannis. I'm not utterly against Stannis, because that entire god damn campaign is based on fucking truth and the law. Some of that shit is a bit bent, but in the end they are going off of some pretty god damn good assumptions. They don't know everything however, and even knowing a bit more probably wouldn't be enough to dissuade them from the truth. Rh'llor IS answering Melisandre after all, in her campaign.