I want to expound a bit on the Blackfyre thing, because I think it's an interesting possibility. The vast plot goes something like this - Varys and Serra were brother and sister, children of the Blackfyre house. Upon the doom of the house they ended up as slaves. Now, Varys was picked specifically and bought by the wizard that...eunichized? him. At that point, Varys was already well into an apprenticeship (you know, as a MUMMER), so I'm sure buying him would have been a lot more expensive than any unskilled slave. So, why? After his junk was cut off, it was thrown into a fire during a spell. And what makes magic more powerful? The blood of kings!
Also, Varys said that when Selmy killed Maelys at the battle of Stepstones, it was the end of the male line of house Blackfyre. Not the end of the line, the end of the male line. So this leaves us with Serra, Varys' sister. The last of the female line of Blackfyre. Illyrio marries his first wife in order to increase his station. She dies (how convenient), and he marries Serra. Illyrio and Serra have a child...a child they name Aegon. DUN DUN DUUUUNNNNN!
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