Upon rewatch:

How come Peter could pick up Niki's power five seconds after he met her, but he couldn't fly himself away?

I don't think he necessarily did. He could have just been punching him. Sylar didn't really have time to try to get up after Nikki knocked the crap out of him. Peter might have just been kickin' his ass old school.

And on further reflection, I think even though they wouldn't do it, and even though it would be a hit to the minority and gender ratios, I'd be OK if this was the last we saw of the Sanders/Hawkins clan. Really, where else do we have to go with them, now that Nikki and Jessica are apparently starting to integrate? Micah's adorable, but it just feels like it would be an acceptable end to their story.

I don't have a problem with that, but time for them to include more people of color as part of their cast, then.

I'm going to put my belief in the comic-book-'verse ruleguideline that says that it's very very hard to actually kill superheros, who are always coming back from the dead with the slightest of pretexts.

(Which may indicate that Rasputin, in fact, was a superhero. But never mind.)

I actually really love the super strength idea - that Peter picked it up from Jessica.

I really hate, however, that Peter couldn't/didn't fly off on his own when we know he can fly - or that his inability to fly at that moment wasn't established previously. This was one of my favorite shows this season, but I didn't think the finale met the bar set by the rest of the season.

(Which may indicate that Rasputin, in fact, was a superhero. But never mind.)

Superhero, supervillain, whichever. Ain't either one of 'em easy to permanently kill. Though I have to say, the giant hole in the skull and matching fist sized hole in the brain on Linderman are pretty tough to come back from.

I believe Peter told Nathan that he "couldn't do anything" at Kirby Plaza, which I took to mean that he couldn't operate his other powers, couldn't fly himself away. That he was trying to use his other powers and failing.

The "shot in the head" solution seemed iffy to me even back when Peter first gave Claire the gun. Not a guarentee in stopping the bomb. I think Nathan was saving his daughter from having to do something horrible.

I also have a theory that Peter needed to vent all that power. That if he got shot, he'd have to stay dead, that they couldn't (shouldn't) risk removing the bullet that would allow him to heal, because then the overload would start all over again. With Nathan sacrificing himself by flying Peter up up and away, Peter gets to purge this surplus of power and reset himself. In the future, Peter didn't seem to be in danger of exploding again, so I think it's a one-time Boom.

Also, wouldn't Nathan need to fly Peter up above the atmosphere so no radiation or whatnot fell back onto NYC? So maybe they both suffocated, the blood boiled out their ears, Peter 'sploded, and now their ashes are in orbit around the planet.

It depends on what kind of explosion Peter had. remember when HRG had Ted concentrate on a single EMP-inducing spectrum light? Of course ted had more time with his powers by that point.

Maybe Peter concentrated on less radiation or something.

Also they were flying at a pretty high speed, and it's already been established that Nathan could travel at faster than the speed of sound. Carrying Peter probably slowed him down a bit, but still, many miles into the stratosphere, maybe.

It occured to me this morning, that since Sylar is still kicking around, he can go off the presumably-still-alive Candice and pull off the imitating-Nathan thing still. And get to be an evil congresscritter.

I was wondering about the cockroach on the manhole cover, and I wonder if Sylar wasn't dragged into the sewer and not crawled, and if there's going to be a supercockroach with Sylar's power next year.

I believe this is not the first roach we've seen in relation to Sylar, fwiw.