Most of the fandom has not actually seen the depth of GRRM's statement that Theon and Jon are foils. That doesn't start in ACOK with the Sack of Winterfell, which stems out of Theon's trauma of being a political hostage. Even after Robb relieved him from that.
The roots of it are in Theon's misogynistic treatment and abuse of women without considering the repercussions because he is a high lord's son and could use that privilege to get away with it. He never cared what the women felt, the dubious consent of it all (which did go as far as assault/rape at times) or the possibility of fathering bastards (where we're suggested he might've - the merchant's daughter and the miller's wife - both unnamed, which tells you a lot). He didn't care that he was leaving those children without care or to deal with a life of shame because of the stigma around bastards. To Jon, that was a mockery of his own existence.
Sure, some of it was jealousy over not being judged for his higher birth and was allowed partake in certain things that Jon was excluded from. And, yes, Theon was still a privileged hostage as Ned's ward. But he used that as an excuse to take and take until it was so huge with the Sack of Winterfell and child killing that it couldn't be ignored. Theon and people like him were why Jon wanted to join the Watch.
And there's more points of comparison, which go beyond his relationship with the Starks. It is partly because Theon refuses to accept Balon making Asha his heir, that he decides to take Winterfell by force to prove himself to his father. It wasn't not just about showing his allegiance to House Greyjoy but to one up Asha and prove he was more worthy of Pyke than her. Just read his ACOK chapters. Asha is on his mind so much and with so much bitterness. Jon refusing Winterfell because it is Sansa's by line of succession - even though he had the most distant relationship with her - is actually a contrast to this. He is hurt by her calling him "half brother" and her distant behaviour influenced by Cat, but he never truly resents her even as he resents Cat. It isn't just about who gives into taking Winterfell out of the deep desire to be a Stark, even though that is also part of it.
When Jon realises he will never be granted any lands of his own, he chooses to join the Night's Watch voluntarily. Theon has to commit war crimes during the Sack of Winterfell to consider taking the black and finding a place to rise for himself.
A brother of the Night's Watch. It meant no crown, no sons, no wife . . . but it meant life, and life with honor. Ned Stark's own brother had chosen the Watch, and Jon Snow as well.
I have black garb aplenty, once I tear the krakens off. Even my horse is black. I could rise high in the Watchâchief of rangers, likely even Lord Commander. Let Asha keep the bloody islands, they're as dreary as she is. If I served at Eastwatch, I could command my own ship, and there's fine hunting beyond the Wall. As for women, what wildling woman wouldn't want a prince in her bed? A slow smile crept across his face. A black cloak can't be turned. I'd be as good as any man . . . (Theon VI, ACOK)
Even when he considers it, he thinks of himself as a prince and as this foreshadowed Jon's wildling arc, Theon would likely make the choice Mance made. If any character POV fits the songs of Bael the Bard and Rose o' Winterfell and the narrator of Dornishman's Wife in stealing people's daughters and wives for amusement with the dubious consent angle, it would be Theon. Maybe not anymore, but it's also because he can't.
Jon's Lord Commander arc in ADWD also parallels Theon's Prince of Winterfell arc in ACOK. But it's also a contrast because Jon did cross the line at times, but never so far that he couldn't come back. He does a child swap too driven by Maester Aemon's "Kill the boy" and his own trauma of lacking a mother, but to save rather than to serve his selfish interests and kill. In his nightmares, he becomes the villain doing what Theon actually did. It doesn't mean he doesn't have blindspots because he does, but even as he is breaking vows, he is driven to save multiple sides while buying into the Machiavellan mindset and stewing in his desire for vengeance. He fails, just like Theon does, but the difference is he still uses his power to save more than destroy.
Jon's arc in ADWD shows how difficult it is to be a hero because he so easily could end up like pre-Ramsay Theon. He so easily could end up like Mance or Stannis. He so easily could end up like Jaime, whose AFFC arc also is written as a comparison to Jon's ADWD arc. If read closely, it shows how they both are foils too, and hints that it's not a redemption arc truly, even if it seems like it. But that's for another post.
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