The Sansa end scene is proving to be pretty controversial among fans and I have some fairly conflicted thoughts about it. I agree with @vocalcannibal on the fact of making Theon's "suffering" the focus being very uncomfortable (it reminded me of a similarly controversial scene in A Clockwork Orange). It does makes me wonder if there were practical reasons for wanting to cut away from the act itself to avoid Sophie Turner having to appear in a more explicitly sexually violent scene, so maybe they were trying to communicate the horror of the situation by focusing on Theon's reaction whilst protecting a young actress from having to appear in something more exploitative (many of the actors on the show have no-nudity clauses in their contracts and I can especially understand why they would want to avoid Sophie Turner being on screen for a rape scene). Whatever their intentions, the way the scene plays out is still problematic, I think.
One of the reasons I think that people are going to take a dim view of the scene is the perception that the show "has form" when it comes to the depiction of sexual violence. The botched scene in the sept between Jamie and Cersei in season 4 is a case in point, but you can go right back to Dany's wedding night (which deviates from the books but which I don't remember being commented on at the time particularly) for how they've been perceived as wanting to force rape into the narrative for "shock" purposes.
That being said, the wider issue is what they've done with Sansa's storyline by merging it with that of another character that's not in the show (Jayne Poole). Given what we know about Ramsey, it was inevitable that the wedding night was going to be horrific for Sansa, so it really shouldn't come as a surprise to anyone who's being watching the show. Anyone with an issue with sexual violence being depicted in fiction full-stop must have as much of a problem with the novels as with the show since it shouldn't matter which character that is subjected to it. The issue with Sansa in particular, however, is that in respect of the story and the character progression they've been building her up as steadily moving from being a passive victim to supposedly being more of an active player in events and this scene just puts her right back to where she was several seasons ago. So my take on the scene is that it is a consequence of the show's writers having written themselves into a corner. Once they chose to have Littlefinger deliver Sansa to the Boltons as Ramsey's bride, what follows is inevitable and undermines the arc they've supposed to have been setting up for the character. No doubt we're going to have her be rescued by Brienne with help from Theon, I suppose, further making Sansa just a piece to be moved around the board by the actions of others. Shame.
^ I agree with all of this.I've read the books so I thought the way they handled the scene was less graphic than what happened to Jeyne Poole. That being said, your impression of what that scene does to what they built Sansa up for is a great point.
The Sand Snakes scenes have been the worst of any scenes thus far in the show. Full stop.