I could write a novel on all the ways in which I would have changed the final season, but I won't bore anyone with the details. Without completely rewriting the entire season, these are the two changes I would make:
1) Dany, instead of torching the entire city and targeting innocents, should have ignored the surrender and killed the Lannister army, who had thrown down their weapons, and then gone directly to the Red Keep and burned it down. In the process, innocent civilians would have died both when she went after the armies in the city and the Red Keep, which Cersei had filled with innocents. This would have at least been somewhat believable for the character. Pushed to her breaking point, she could have chosen revenge over her desire to protect the innocent. We could have still gotten devastating shots of the ruined parts of the city in the finale, with dead and severely injured civilians, including children. The Unsullied could still execute Lannister soldiers who survived. It would explain why Jon would be conflicted about killing Dany and need some convincing. Even though she ignored a surrender and disregarded innocent lives, she wasn't some two dimensional evil villain either. Her desire for revenge would be understandable, and it would in some ways be the Machiavellian choice. Cersei isn't trustworthy so getting rid of her and all those who were loyal to her and fought for her may in the long run have been better for Dany strategically, though it would come at the cost of innocent lives. From a moral standpoint it is the wrong decision and therefore killing her would be justified but a little more ambiguous.
2) Jaime would have returned to King's Landing to kill Cersei, and when he left Brienne he would have told her that. She could still try to argue with him because it would likely result in his death, but he would realize that he could never lead a normal happy life until he had stopped the monster he helped enable and bring to power. This would make sense for his character arc, which was already handled poorly on the show, and it would make Brienne's writing Jaime's page in the King's Guard book poignant rather than pathetic. I would have completely gotten rid of the fight between Jaime and Euron that no one was waiting for or wanted (if a named character was going to kill him it should have been Yara or Dany or Theon had he survived), and had Jaime reach Cersei unharmed. Then when he goes to embrace her, planning to kill her, I would have her stab him, saying something about how he shouldn't have left her. That is more in line with Cersei's character, IMO. Jaime, before he dies, would kill Cersei, and the two would die together as Cersei predicted (in the books, at least) but without destroying both of their characters. It also avoids Cersei getting the heroic ending she did not deserve. The only issue would be that Jon and Dany would have a similar ending in the next episode but I'd rather have Jon killing Dany in a different way than have Jaime not kill Cersei.